Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines*
| Year of publication: |
2007
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|---|---|
| Authors: | Sancetta, Alessio ; Satchell, Steve E. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 14.2007, 3, p. 227-242
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