Portfolio strategies and performance
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 5 (1977)
Issue (Month): 2 (November)
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Web page: http://www.elsevier.com/locate/inca/505576
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- Ravi Jagannathan & Tongshu Ma, 2002.
"Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps,"
NBER Working Papers
8922, National Bureau of Economic Research, Inc.
- Ravi Jagannathan & Tongshu Ma, 2003. "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps," Journal of Finance, American Finance Association, vol. 58(4), pages 1651-1684, 08.
- Edelen, Roger M., 1999. "Investor flows and the assessed performance of open-end mutual funds," Journal of Financial Economics, Elsevier, vol. 53(3), pages 439-466, September.
- Allen, D. & Lizieri, C. & Satchell, S., 2012. "1/N versus Mean-Variance: What if we can forecast? (Updated 15 November 2013)," Cambridge Working Papers in Economics 1244, Faculty of Economics, University of Cambridge.
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