Risk reduction in large portfolios : why imposing the wrong constraints helps
Ravi Jagannathan and Tongshu Ma
| Year of publication: |
2003
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|---|---|
| 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 218191-5. - Vol. 58.2003, 4, p. 1651-1684
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| Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Theorie | Theory | USA | United States | Korrelation | Correlation | 1968-1997 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001781173