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http://arks.princeton.edu/ark:/88435/pr1h108| Publication Date: | Jun-2015 |
| Citation: | Fan, Jianqing, Liao, Yuan, Shi, Xiaofeng. (2015). Risks of large portfolios. Journal of Econometrics, 186 (2), 367 - 387. doi:10.1016/j.jeconom.2015.02.015 |
| DOI: | doi:10.1016/j.jeconom.2015.02.015 |
| ISSN: | 0304-4076 |
| Pages: | 367 - 387 |
| Type of Material: | Conference Proceeding |
| Journal/Proceeding Title: | Journal of Econometrics |
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