PORTFOLIO MANAGEMENT - Increased Correlation in Bear Markets - This downside-risk perspective incorporates the effects of increased correlations between global markets during market downturns.
Year of publication: |
2002
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Authors: | Campbell, Rachel ; Koedijk, Kees ; Kofman, Paul |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 58.2002, 1, p. 87
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