Correlation surprise
Will Kinlaw; David Turkington
| Year of publication: |
2013
|
|---|---|
| Authors: | Kinlaw, Will ; Turkington, David |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 14.2013, 6, p. 385-399
|
| Subject: | correlation | turbulence | volatility | dislocation | risk management | Volatilität | Volatility | Risikomanagement | Risk management | Korrelation | Correlation | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010258478