Skip to main content

Risks of large portfolios

Author(s): Fan, Jianqing; Liao, Yuan; Shi, Xiaofeng

Download
To refer to this page use: http://arks.princeton.edu/ark:/88435/pr1h108
Full metadata record
DC FieldValueLanguage
dc.contributor.authorFan, Jianqingen_US
dc.contributor.authorLiao, Yuanen_US
dc.contributor.authorShi, Xiaofengen_US
dc.date.accessioned2018-07-20T15:10:19Z-
dc.date.available2018-07-20T15:10:19Z-
dc.date.issued2015-06en_US
dc.identifier.citationFan, Jianqing, Liao, Yuan, Shi, Xiaofeng. (2015). Risks of large portfolios. Journal of Econometrics, 186 (2), 367 - 387. doi:10.1016/j.jeconom.2015.02.015en_US
dc.identifier.issn0304-4076en_US
dc.identifier.urihttp://arks.princeton.edu/ark:/88435/pr1h108-
dc.format.extent367 - 387en_US
dc.relation.ispartofJournal of Econometricsen_US
dc.titleRisks of large portfoliosen_US
dc.typeConference Proceeding-
dc.identifier.doidoi:10.1016/j.jeconom.2015.02.015en_US
pu.type.symplectichttp://www.symplectic.co.uk/publications/atom-terms/1.0/conference-proceedingen_US

Files in This Item:
File Description SizeFormat 
Risks of large portfolios.pdf445 kBAdobe PDFView/Download


Items in OAR@Princeton are protected by copyright, with all rights reserved, unless otherwise indicated.