RISK REDUCTION IN LARGE PORTFOLIOS: WHY IMPOSING THE WRONG CONSTRAINTS HELPS
| Year of publication: |
2002
|
|---|---|
| Authors: | Jagannathan, Ravi ; Ma, Tongshu |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2002, 8922
|