References
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- Handa, P., and A. Tiwari. 2002. “Does Stock Return Predictability Imply Improved Asset Allocation and Performance? Evidence from the U.S. Stock Market (1954–1998).” Working paper, University of Iowa.
- Jagannathan, R., and T. Ma. Forthcoming. “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps.” Journal of Finance.