Jackknife Estimator for Tracking Error Variance of Optimal Portfolios.

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Bibliographic Details
Title:	Jackknife Estimator for Tracking Error Variance of Optimal Portfolios.
Authors:	Basak, Gopal K.¹ gkb@isical.ac.in, Jagannathan, Ravi^2,3 rjaganna@northwestern.edu, Ma, Tongshu⁴ tma@binghamton.edu
Source:	Management Science (INFORMS). Jun2009, Vol. 55 Issue 6, p990-1002. 13p. 5 Charts.
Database:	Business Source Ultimate

Description
ISSN:	00251909
DOI:	10.1287/mnsc.1090.1001