Does Extreme Correlation Matter in Global Equity Asset Allocation?
Year of publication: |
2018
|
---|---|
Authors: | Solnik, Bruno |
Other Persons: | Watewai, Thaisiri (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Welt | World | Korrelation | Correlation | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 16, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3124858 [DOI] |
Classification: | G01 - Financial Crises ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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