A Note on “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps''
| Year of publication: |
2019
|
|---|---|
| Authors: | JAGANNATHAN, RAVI ; MA, TONGSHU ; ZHANG, JIAQI |
| Published in: |
The Journal of Finance. - Wiley, ISSN 1540-6261, ZDB-ID 2010241-0. - 2019 (02.07.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jofi.12824 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012094301