Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
Autor: | Jagannathan, Ravi, Ma, Tongshu |
---|---|
Zdroj: | The Journal of Finance, 2003 Aug 01. 58(4), 1651-1683. |
Databáze: | JSTOR Journals |
Externí odkaz: |
Autor: | Jagannathan, Ravi, Ma, Tongshu |
---|---|
Zdroj: | The Journal of Finance, 2003 Aug 01. 58(4), 1651-1683. |
Databáze: | JSTOR Journals |
Externí odkaz: |