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Correlation trading strategies : opportunities and limitations
Meissner, Gunter - In: The journal of trading 11 (2016) 4, pp. 14-32
Persistent link: https://www.econbiz.de/10011697644
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Correlation risk modeling and management : an applied guide including the Basel III correlation framework - with interactive correlation models in Excel/VBA
Meissner, Gunter - 2014 - Online-Ausg.
A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk. A relatively overlooked type...
Persistent link: https://www.econbiz.de/10014472927
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Extended correlations in finance
Burgin, M. S.; Meissner, Gunter - In: Journal of mathematical finance 6 (2016) 1, pp. 178-188
Persistent link: https://www.econbiz.de/10011543857
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Does international stock index arbitrage exist?
Meissner, Gunter; Ng, Olivia; Villarreal, Pedro A. - In: The journal of investment strategies 8 (2019) 1, pp. 11-27
Persistent link: https://www.econbiz.de/10012020342