Green is from Carnegie Mellon University and Hollifield is from the University of British Columbia. We wish to thank seminar participants at Carnegie Mellon University, Rutgers University, Queens University, the University of Colorado at Boulder, the Stockholm School of Economics, and the 1990 Western Finance Association meetings for helpful comments on this work. The comments and guidance of the editor, René Stulz, and of two anonymous referees significantly improved the paper. Hollifield gratefully acknowledges the support of the Social Sciences and Humanities Research Council of Canada.
When Will Mean-Variance Efficient Portfolios Be Well Diversified?
Version of Record online: 30 APR 2012
© 1992 the American Finance Association
The Journal of Finance
Volume 47, Issue 5, pages 1785–1809, December 1992
How to Cite
GREEN, R. C. and HOLLIFIELD, B. (1992), When Will Mean-Variance Efficient Portfolios Be Well Diversified?. The Journal of Finance, 47: 1785–1809. doi: 10.1111/j.1540-6261.1992.tb04683.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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