Risk reduction in large portfolios
Subtitle: why imposing the wrong constraints helps
By: Ravi Jagannathan, Tongshu Ma.
Contributors: Ma, Tongshu.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8922; Working paper series (National Bureau of Economic Research) -- working paper no. 8922.
Publisher: National Bureau of Economic Research
Published: 2002
Place of publication: Cambridge, MA
Language: eng
Number of pages: 40
Subjects: Portfolio management.; Risk management.
Notes: "May 2002."

JEL no. C49, G11, G12.

Includes bibliographical references (p. 37-40).

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Electronic version available via the Internet at the NBER World Wide Web site.