Does extreme correlation matter in global equity asset allocation?
Year of publication: |
2019
|
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Authors: | Solnik, Bruno ; Watewei, Thaisiri |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 17.2019, 1, p. 4-26
|
Subject: | Extreme correlation | correlation break | global equity asset allocation | financial crises | regime switching | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Welt | World | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income | Finanzkrise | Financial crisis | Schätzung | Estimation |
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