Assessing the risk in sample minimum risk portfolios
By: Gopal K. Basak, Ravi Jagannathan, Tongshu Ma.
Contributors: Jagannathan, Ravi.; Ma, Tongshu.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 10447.; Working paper series (National Bureau of Economic Research) -- working paper no. 10447.
Publisher: National Bureau of Economic Research
Published: 2004
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 51
Subjects: Portfolio management; Risk management
Notes: "April 2004."

Includes bibliographical references (p. 37-40).

Also available in PDF from the NBER world wide web site (www.nber.org).