Tongshu Ma
- Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
2003/07/15 by Ravi Jagannathan, Tongshu Ma · 17 citations
Economics, Econometrics and Finance · Social Sciences · #Financial Markets and Investment Strategies #Monetary Policy and Economic Impact #Insurance, Mortality, Demography, Risk Management
- Jackknife Estimator for Tracking Error Variance of Optimal Portfolios
2009/04/16 by Gopal K. Basak, Ravi Jagannathan, Tongshu Ma · 1 citation
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact