  Recently, we developed a method for the study of holonomy properties of
non-Riemannian Finsler manifolds and obtained that the holonomy group can not
be a compact Lie group, if the Finsler manifold of dimension $> 2$ has non-zero
constant flag curvature. The purpose of this paper is to move further,
exploring the holonomy properties of projectively flat Finsler manifolds of
non-zero constant flag curvature. We prove in particular that projectively flat
Randers and Bryant-Shen manifolds of non-zero constant flag curvature have
infinite dimensional holonomy group.
