I found this comment in a book I bought about risk management: Risk Management in Banking by Joel Bessis.
This is the well-known rule that states that the sum of individual risks is less than the risk of the sum, or, that risks should be sub-additive. Risks do not add up algebraically because of diversification.
Doesn't he really mean the opposite, namely that the risk of the sum is less than the sum of the individuals:
$$ \rho(A+B) \leq \rho(A) + \rho(B) $$
Or is his wording just odd?