The Journal of Finance

The Journal of Finance publishes leading research across all the major fields of finance. It is one of the most widely cited journals in academic finance, and in all of economics. Each of the six issues per year reaches over 8,000 academics, finance professionals, libraries, and government and financial institutions around the world. The journal is the official publication of The American Finance Association, the premier academic organization devoted to the study and promotion of knowledge about financial economics.

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

Published: 07/02/2019   |   DOI: 10.1111/jofi.12824

RAVI JAGANNATHAN, TONGSHU MA, JIAQI ZHANG

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.


Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns

Published: 05/30/2019   |   DOI: 10.1111/jofi.12786

RAVI JAGANNATHAN, BINYING LIU, JIAQI ZHANG