The role of correlation dynamics in sector allocation
Year of publication: |
2014
|
---|---|
Authors: | Kalotychou, Elena ; Staikouras, Sotiris K. ; Zhao, Gang |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 48.2014, p. 1-12
|
Subject: | Correlation timing | Asymmetry | Structural break | Portfolio performance | Transaction costs | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Transaktionskosten | Theorie | Theory | Strukturbruch | Schätzung | Estimation |
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