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Julia Jiang

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Limited Diversification, Portfolio Inertia, and Ambiguous Correlation

Number of pages: 56 Posted: 21 May 2020
Julia Jiang, Jun Liu, Weidong Tian and Xudong Zeng
affiliation not provided to SSRN, University of California, San Diego (UCSD) - Rady School of Management, University of North Carolina (UNC) at Charlotte - Belk College of Business and Shanghai University of Finance and Economics, School of Finance
Downloads 186 (409,459)

Abstract:

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Correlation ambiguity, portfolio choice, limited diversification, portfolio inertia