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Jackknife estimator for tracking error variance of optimal portfolios
Basak, Gopal Krishna; Jagannathan, Ravi; Ma, Tongshu - In: Management science : journal of the Institute for … 55 (2009) 6, pp. 990-1002
Persistent link: https://www.econbiz.de/10003865939
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Jackknife Estimator for Tracking Error Variance of Optimal Portfolios
Basak, Gopal K.; Jagannathan, Ravi; Ma, Tongshu - In: Management science : journal of the Institute for … 55 (2009) 6, pp. 990-1002
Persistent link: https://www.econbiz.de/10008261191
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A closer look at the short-term return reversal
Da, Zhi; Liu, Qianqiu; Schaumburg, Ernst - In: Management science : journal of the Institute for … 60 (2014) 3, pp. 658-674
Persistent link: https://www.econbiz.de/10010347906