Gopal Basak

University of Bristol - Department of Mathematics

University of Bristol,

Senate House, Tyndall Avenue

Bristol, BS8 ITH

United Kingdom

SCHOLARLY PAPERS

2

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6

CROSSREF CITATIONS

22

Scholarly Papers (2)

1.

A Test of Mean-Variance Efficiency When Short Selling is Prohibited

Number of pages: 20 Posted: 02 Jun 1998
Gopal Basak, Guaqiang Sun and Ravi Jagannathan
University of Bristol - Department of Mathematics, Federal National Mortgage Association (Fannie Mae) and Northwestern University - Kellogg School of Management
Downloads 559 (50,237)

Abstract:

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2.
Downloads 338 ( 92,114)
Citation 14

Assessing the Risk in Sample Minimum Risk Portfolios

Number of pages: 52 Posted: 04 May 2004
Gopal Basak, Tongshu Ma and Ravi Jagannathan
University of Bristol - Department of Mathematics, Binghamton University and Northwestern University - Kellogg School of Management
Downloads 277 (113,884)
Citation 3

Abstract:

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Minimum risk portfolios, in-sample optimism

A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1

NBER Working Paper No. w10447
Number of pages: 52 Posted: 10 May 2004 Last Revised: 20 Jul 2010
Gopal Basak, Tongshu Ma and Ravi Jagannathan
University of Bristol - Department of Mathematics, Binghamton University and Northwestern University - Kellogg School of Management
Downloads 61 (372,579)
Citation 3

Abstract:

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