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Ravi Jagannathan
Information about the author Ravi Jagannathan will soon be added to the site.
Found
2 papers
in total
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Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns
2012
We show that when investors review their consumption and investment plans infrequently...
Jackknife estimator for tracking error variance of optimal portfolios
2009
We develop a jackknife estimator for the conditional variance of a minimum tracking...
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