PORTFOLIO MANAGEMENT - Asset Allocation Models and Market Volatility - A simple one-factor model can explain a large portion of time variation in correlations.
|Year of Publication:||
|Contributors:||Jacquier, Eric; Marcus, Alan J.|
|Type of Publication:||Article|
|Title record from database:|| OLC-SSG Economic Sciences|
|Availability:||More access options|
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|Description not available.|
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