Does extreme correlation matter in global equity asset allocation?
Bruno Solnik and Thaisiri Watewei
| Year of publication: |
2019
|
|---|---|
| Authors: | Solnik, Bruno ; Watewei, Thaisiri |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 17.2019, 1, p. 4-26
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| Subject: | Extreme correlation | correlation break | global equity asset allocation | financial crises | regime switching | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Welt | World | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income | Finanzkrise | Financial crisis | Volatilität | Volatility | Aktienmarkt | Stock market |
| 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/10012254254