Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (vol 58, pg 1655, 2003)
成果类型：
Correction
署名作者：
Jagannathan, Ravi; Ma, Tongshu; Zhang, Jiaqi
署名单位：
Northwestern University; National Bureau of Economic Research; Northwestern University; State University of New York (SUNY) System; Binghamton University, SUNY
刊物名称：
JOURNAL OF FINANCE
ISSN/ISSBN：
0022-1082
DOI：
10.1111/jofi.12824
发表日期：
2019
页码：
2689-2696
关键词：
摘要：
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.
来源URL：