Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
| 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 2181915. - Vol. 58.2003, 4, p. 1651-1684
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