Ravi Jagannathan
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Management Science | 2012-03-01 | Paper |
| An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices Journal of Econometrics | 2003-08-07 | Paper |
| A direct test for the mean variance efficiency of a portfolio. Journal of Economic Dynamics and Control | 2002-07-15 | Paper |
| Quadratic algebras :Three-mode bosonic realizations and applications | 2000-10-14 | Paper |
Research outcomes over time
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