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Risk reduction in large portfolios : why imposing the wrong constraints helps

Author: Ravi Jagannathan; Tongshu Ma; National Bureau of Economic Research.
Publisher: Cambridge, MA. : National Bureau of Economic Research, ©2002.
Series: Working paper series (National Bureau of Economic Research), working paper no. 8922.
Edition/Format:   Print book : EnglishView all editions and formats
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Ravi Jagannathan; Tongshu Ma; National Bureau of Economic Research.
OCLC Number: 49826607
Notes: "May 2002."
Description: 40, [8] pages ; 22 cm.
Series Title: Working paper series (National Bureau of Economic Research), working paper no. 8922.
Responsibility: Ravi Jagannathan, Tongshu Ma.

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