A Note on “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps''
Year of publication: |
2019
|
---|---|
Authors: | JAGANNATHAN, RAVI ; MA, TONGSHU ; ZHANG, JIAQI |
Published in: |
The Journal of Finance. - Wiley, ISSN 1540-6261, ZDB-ID 2010241-0. - 2019 (02.07.)
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns
JAGANNATHAN, RAVI, (2019)
-
Jackknife estimator for tracking error variance of optimal portfolios
Basak, Gopal Krishna, (2009)
-
Risk reduction in large portfolios : why imposing the wrong constraints helps
Jagannathan, Ravi, (2003)
- More ...