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Correction

Published online by Cambridge University Press:  26 July 2012

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Extract

This page replaces the original in Richard Roll's article, “Orthogonal Portfolios,” in the December 1980 issue. Tear out and insert.

Since the orthogonal frontier extends indefinitely with nonzero slope, every nonefficient portfolio has an orthogonal portfolio with the same mean return.

Type
Correction
Information
Journal of Financial and Quantitative Analysis , Volume 16 , Issue 1 , March 1981 , pp. i - ii
Copyright
Copyright © School of Business Administration, University of Washington 1981

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