A Note on “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps’’

Ravi Jagannathan, Tongshu Ma, Jiaqi Zhang

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

This note corrects an error in the proof of Proposition 2 of “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraint Helps” that appeared in the Journal of Finance, August 2003.

Original languageEnglish (US)
Pages (from-to)2689-2696
Number of pages8
JournalJournal of Finance
Volume74
Issue number5
DOIs
StatePublished - Oct 1 2019

ASJC Scopus subject areas

  • Accounting
  • Finance
  • Economics and Econometrics

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