Dynamic conditional correlation models in a multiple financial asset portfolio
Year of publication: |
2009
|
---|---|
Authors: | Groth, Martin ; Thåström, Per |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 12.2009/10, 1, p. 8-20
|
Subject: | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Korrelation | Correlation | Risikomaß | Risk measure |
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