Boundaries of correlation adjustment with applications to financial risk management
Kawee Numpacharoen & Kornkanok Bunwong
| Year of publication: |
2013
|
|---|---|
| Authors: | Numpacharoen, Kawee ; Bunwong, Kornkanok |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 20.2013, 3/4, p. 403-414
|
| Subject: | Adjusting correlation | stress testing | correlation matrix | lower bound | upper bound | Korrelation | Correlation | Theorie | Theory | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Finanzrisiko | Financial risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010187655