Movements and co-movements across the European asset classes: portfolio allocations and policy implications
Year of publication: |
2013
|
---|---|
Authors: | Donadelli, Michael ; Prosperi, Lorenzo ; Romei, Federica ; Silvestri, Federico |
Published in: |
Rivista Bancaria - Minerva Bancaria. - Istituto di Cultura Bancaria Francesco Parrillo, ISSN 1594-7556. - 2013, 1-2
|
Publisher: |
Istituto di Cultura Bancaria Francesco Parrillo |
Subject: | dynamic correlation | mean-variance optimization | sovereign debt crisis | stressed assets |
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