The dynamics of volatility and correlation during periods of crisis : implications for active asset management
Marcello Esposito
| Year of publication: |
May 2016
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|---|---|
| Authors: | Esposito, Marcello |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 17.2016, 3, p. 135-140
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| Subject: | financial crisis | volatility | diversification | correlation | active asset management | alpha generation | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Finanzkrise | Financial crisis | Korrelation | Correlation | Kapitaleinkommen | Capital income | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/jam.2016.5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011485140