In Defense of Optimization: The Fallacy of 1/N

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On portfolio optimization: Imposing the right constraints (2013, background): “In view of the findings in Kritzman et al. (2010), we double the estimation period to 20 years in this subsection.”
How Should Individual Investors Diversify? An Empirical Evaluation of Alternative Asset Allocation Policies (2014, background): “For a recent study arguing that optimized portfolios do outperform equally-weighted portfolios, see Kritzman et al. (2010).”
Why Does an Equal-Weighted Portfolio Outperform Value- and Price-Weighted Portfolios? (2015, methodology): “We analyze the monotonicity of the relation between various stock characteristics and the returns on the equal- and value-weighted portfolios using the nonparametric tests developed in Patton and Timmermann (2010). To undertake this analysis, we sort the portfolios by a given The Sortino and Treynor”
Canonical vine copulas in the context of modern portfolio management: Are they worth it? (2013, background): “Kritzman et al. (2010) state that practitioners often use simpler models to 1 A detailed introduction to copula theory can be found in Joe (1997) and Nelsen (2006).”