Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
Year of publication: |
2003
|
---|---|
Authors: | Jagannathan, Ravi ; Ma, Tongshu |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 58.2003, 4, p. 1651-1684
|
Saved in:
Saved in favorites
Similar items by person
-
A Note on “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps''
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 ...