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"There was nothing I could do : all the correlations had suddenly gone to one!"

M. Barton Waring and Laurence B. Siegel
Year of publication:
2016
Authors: Waring, M. Barton ; Siegel, Laurence B.
Published in:
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 42.2016, 2, p. 1-5
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