| Title: | Optimal Asset Allocation with Factor Models for Large Portfolios |
| Authors: | Pesaran, M Hashem Zaffaroni, P |
| Keywords: | Asset allocation Large Porftolios Factor models Diversification |
| Issue Date: | Mar-2008 |
| Publisher: | Faculty of Economics, University of Cambridge, UK |
| Series/Report no.: | CWPE 813 |
| URI: | http://www.dspace.cam.ac.uk/handle/1810/229447 |
| Appears in Collections: | Cambridge Working Papers in Economics |
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