Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
Year of publication: |
2002-05
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Authors: | Jagannathan, Ravi ; Ma, Tongshu |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Ravi Jagannathan & Tongshu Ma, 2003. "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps," Journal of Finance, American Finance Association, vol. 58(4), pages 1651-1684, 08. Number 8922 |
Classification: | C49 - Econometric and Statistical Methods: Special Topics. Other ; G11 - Portfolio Choice |
Source: |
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