EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Stressed Assets"
Narrow search

Narrow search

Year of publication
Subject
All
dynamic correlation 1 mean-variance optimization 1 sovereign debt crisis 1 stressed assets 1
Online availability
All
Free 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Donadelli, Michael 1 Prosperi, Lorenzo 1 Romei, Federica 1 Silvestri, Federico 1
Published in...
All
Rivista Bancaria - Minerva Bancaria 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Movements and co-movements across the European asset classes: portfolio allocations and policy implications
Donadelli, Michael; Prosperi, Lorenzo; Romei, Federica; … - In: Rivista Bancaria - Minerva Bancaria (2013) 1-2
This paper studies the impact of changes in the dynamics ofthe correlation coefficients between asset returns on portfolio choices. Using weekly data from February 2002 to October 2011 on four different European asset classes, we obtain three main results. Firstly, we show that the 2007-2009...
Persistent link: https://www.econbiz.de/10010896838
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...