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  • Search: subject:"Adjusting correlation"
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Adjusting correlation 1 Correlation 1 Financial risk 1 Finanzrisiko 1 Korrelation 1 Portfolio selection 1 Portfolio-Management 1 Risikomanagement 1 Risk management 1 Theorie 1 Theory 1 correlation matrix 1 lower bound 1 stress testing 1 upper bound 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Bunwong, Kornkanok 1 Numpacharoen, Kawee 1
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Applied mathematical finance 1
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ECONIS (ZBW) 1
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Boundaries of correlation adjustment with applications to financial risk management
Numpacharoen, Kawee; Bunwong, Kornkanok - In: Applied mathematical finance 20 (2013) 3/4, pp. 403-414
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