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The Journal of Portfolio Management

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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).
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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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The Journal of Portfolio Management
Vol. 24, Issue 3
Spring 1998
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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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