@article{publication-16098,
	author={Ackermann, Fabian and Pohl, Walt and Schmedders, Karl},
	doi={10.1287/mnsc.2016.2497},
	issn={0025-1909},
	journal={Management Science},
	number=10,
	pages={3347-3360},
	publisher={Institute for Operations Research and the Management Science},
	title={Optimal and Naive Diversification in Currency Markets},
	volume=63,
	year=2016,
}