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Risk Reduction in Large Portfo...
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Jagannathan, Ravi
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Da, Zhi
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Ma, Tongshu
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ECONIS (ZBW)
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1
Risk reduction in large portfolios : why imposing the wrong constraints helps
Jagannathan, Ravi
;
Ma, Tongshu
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1651-1684
Persistent link: https://www.econbiz.de/10001781173
Saved in:
2
Risk reduction in large portfolios : why imposing the wrong constraints helps
Jagannathan, Ravi
;
Ma, Tongshu
-
2002
Persistent link: https://www.econbiz.de/10001667500
Saved in:
3
Assessing the risk in sample minimum risk portfolios
Basak, Gopal Krishna
;
Jagannathan, Ravi
;
Ma, Tongshu
-
2004
Persistent link: https://www.econbiz.de/10002039152
Saved in:
4
Jackknife estimator for tracking error variance of optimal portfolios
Basak, Gopal Krishna
;
Jagannathan, Ravi
;
Ma, Tongshu
- In:
Management science : journal of the Institute for …
55
(
2009
)
6
,
pp. 990-1002
Persistent link: https://www.econbiz.de/10003865939
Saved in:
5
New estimates of income levels in Central and Eastern Europe, 1870 - 1910
Good, David F.
- In:
Von der Theorie zur Wirtschaftspolitik - ein …
,
(pp. 147-168)
.
1998
Persistent link: https://www.econbiz.de/10001302339
Saved in:
6
The economic growth of Central and Eastern Europe in comparative perspective, 1870 - 1989
Good, David F.
;
Ma, Tongshu
- In:
European review of economic history
3
(
1999
)
2
,
pp. 103-137
Persistent link: https://www.econbiz.de/10001622849
Saved in:
7
Are short sellers informed? : evidence from the 2007 - 2008 subprime mortgage crisis
Liu, Ming
;
Ma, Tongshu
;
Zhang, Yan
- In:
The financial review : the official publication of the …
47
(
2012
)
1
,
pp. 199-218
Persistent link: https://www.econbiz.de/10009500708
Saved in:
8
The 52-week high momentum strategy in international stock markets
Liu, Ming
;
Liu, Qianqiu
;
Ma, Tongshu
- In:
Journal of international money and finance
30
(
2011
)
1
,
pp. 180-204
Persistent link: https://www.econbiz.de/10009268851
Saved in:
9
Ex-dividend day price behavior of exchange-traded funds
Ruan, Jun Tony
;
Ma, Tongshu
- In:
The journal of financial research
35
(
2012
)
1
,
pp. 29-53
Persistent link: https://www.econbiz.de/10009531360
Saved in:
10
Are ex-day dividend clientele effects dead? : Dividend yield versus dividend size
Jakob, Keith J.
;
Ma, Tongshu
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 718-735
Persistent link: https://www.econbiz.de/10003609999
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