Risk reduction in large portfolios: why imposing the wrong constraints helps
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
2002
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
8922 |
| Subjects: | |
| Links: | http://papers.nber.org/papers/w8922.pdf |
| Physical Description: | 40, [8] S. |
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| id | DE-604.BV023588900 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T13:23:11Z |
| institution | BVB |
| language | English |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Jagannathan, Ravi 1949- Verfasser (DE-588)129325570 aut Risk reduction in large portfolios why imposing the wrong constraints helps Ravi Jagannathan ; Tongshu Ma Cambridge, Mass. National Bureau of Economic Research 2002 40, [8] S. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8922 Portfolio management Risk management Ma, Tongshu Verfasser (DE-588)129334847 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8922 (DE-604)BV002801238 8922 http://papers.nber.org/papers/w8922.pdf kostenfrei Volltext |
| spellingShingle | Jagannathan, Ravi 1949- Ma, Tongshu Risk reduction in large portfolios why imposing the wrong constraints helps National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Portfolio management Risk management |
| title | Risk reduction in large portfolios why imposing the wrong constraints helps |
| title_auth | Risk reduction in large portfolios why imposing the wrong constraints helps |
| title_exact_search | Risk reduction in large portfolios why imposing the wrong constraints helps |
| title_full | Risk reduction in large portfolios why imposing the wrong constraints helps Ravi Jagannathan ; Tongshu Ma |
| title_fullStr | Risk reduction in large portfolios why imposing the wrong constraints helps Ravi Jagannathan ; Tongshu Ma |
| title_full_unstemmed | Risk reduction in large portfolios why imposing the wrong constraints helps Ravi Jagannathan ; Tongshu Ma |
| title_short | Risk reduction in large portfolios |
| title_sort | risk reduction in large portfolios why imposing the wrong constraints helps |
| title_sub | why imposing the wrong constraints helps |
| topic | Portfolio management Risk management |
| topic_facet | Portfolio management Risk management |
| url | http://papers.nber.org/papers/w8922.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT jagannathanravi riskreductioninlargeportfolioswhyimposingthewrongconstraintshelps AT matongshu riskreductioninlargeportfolioswhyimposingthewrongconstraintshelps |