Boundaries of correlation adjustment with applications to financial risk management
Year of publication: |
2013
|
---|---|
Authors: | Numpacharoen, Kawee ; Bunwong, Kornkanok |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 20.2013, 3/4, p. 403-414
|
Subject: | Adjusting correlation | stress testing | correlation matrix | lower bound | upper bound | Theorie | Theory | Korrelation | Correlation | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
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