Alcock, Jamie (ed.); Satchell, Stephen (ed.) - 2018
-- 5.1 Introduction -- 5.2 Asymmetric Dependence in Implied Equity Correlation: The Implied Correlation Skew -- 5.3 The … Effect of Correlation Skew on Portfolio Choice -- 5.3.1 The Optimal Portfolio Incorporating Stochastic Correlation -- 5 ….3.2 Characteristics and Model Intuition -- 5.3.3 Empirical Observations -- 5.4 Equity Correlation Products -- 5.4.1 Dispersion -- 5 …