Changing correlation and equity portfolio diversification failure for linear factor models during market declines
Alessio Sancetta & Steve E. Satchell
| Year of publication: |
2007
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|---|---|
| Authors: | Sancetta, Alessio ; Satchell, Stephen |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 14.2007, 3, p. 227-242
|
| Subject: | Portfolio-Management | Portfolio selection | Wertpapier | Securities | Statistische Verteilung | Statistical distribution | Korrelation | Correlation |
| 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/10003543026