Using Constraints to Improve the Robustness of Asset Allocation

David Eichhorn; Francis Gupta; Eric Stubbs

doi:10.3905/jpm.1998.409642

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Using Constraints to Improve the Robustness of Asset Allocation

David Eichhorn, Francis Gupta and Eric Stubbs

The Journal of Portfolio Management Spring 1998, 24 (3) 41-48; DOI: https://doi.org/10.3905/jpm.1998.409642

David Eichhorn

An analyst in the Strategic Investment Advisory Group at J.P. Morgan Investment Management in New York (NY 10036).

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Francis Gupta

An associate in the Strategic Investment Advisory Group at J.P. Morgan Investment Management in New York (NY 10036).

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Eric Stubbs

Vice president in the Strategic Investment Advisory Group at J.P. Morgan Investment Management in New York (NY 10036).

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Using Constraints to Improve the Robustness of Asset Allocation

David Eichhorn, Francis Gupta, Eric Stubbs

The Journal of Portfolio Management Apr 1998, 24 (3) 41-48; DOI: 10.3905/jpm.1998.409642

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Using Constraints to Improve the Robustness of Asset Allocation

David Eichhorn, Francis Gupta, Eric Stubbs

The Journal of Portfolio Management Apr 1998, 24 (3) 41-48; DOI: 10.3905/jpm.1998.409642

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