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A Note on “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps” |
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| Authors: | RAVI JAGANNATHAN TONGSHU MA JIAQI ZHANG |
| 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. |
| Keywords: | |