%0 Journal Article %A Peter A. Frost %A James E. Savarino %T For better performance %B Constrain portfolio weights %D 1988 %R 10.3905/jpm.1988.409181 %J The Journal of Portfolio Management %P 29-34 %V 15 %N 1 %U https://jpm.pm-research.com/content/iijpormgmt/15/1/29.full.pdf