Pension funds should never rely on correlation
Ronald Lagnado and Nassim Nicholas Taleb
| Year of publication: |
2022
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|---|---|
| Authors: | Lagnado, Ronald ; Taleb, Nassim Nicholas |
| Published in: |
The journal of alternative investments : JAI. - New York, NY : Institutional Investor, ISSN 1520-3255, ZDB-ID 2048686-8. - Vol. 24.2022, 4, p. 8-17
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| Subject: | Theorie | Theory | Pensionskasse | Pension fund | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Institutioneller Investor | Institutional investor |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jai.2022.1.157 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013350316