Primary Article
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).
Francis Gupta
An associate in the Strategic Investment Advisory Group at J.P. Morgan Investment Management in New York (NY 10036).
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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In this issue
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