Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
Risk reduction in large portfolios : why imposing the wrong constraints helps
Jagannathan, Ravi; Ma, Tongshu - In: The journal of finance : the journal of the American … 58 (2003) 4, pp. 1651-1684
Persistent link: https://www.econbiz.de/10001781173
Cover Image
Assessing the risk in sample minimum risk portfolios
Basak, Gopal K.; Jagannathan, Ravi; Ma, Tongshu - 2004
Persistent link: https://www.econbiz.de/10002039152
Cover Image
Risk reduction in large portfolios : why imposing the wrong constraints helps
Jagannathan, Ravi; Ma, Tongshu - 2002
Persistent link: https://www.econbiz.de/10001667500