Contrary to common belief, market correlations between assets are constant
Glück, T. & Füss, R.
(2017).
Contrary to common belief, market correlations between assets are constant.
Models routinely used in practice are probably misleading, creating artificial results, write Zeno Adams, Thorsten Glück and Roland Füss
| Item Type | Online resource |
|---|---|
| Copyright holders | © 2017 The Author(s) |
| Departments | LSE |
| Date Deposited | 05 Jun 2017 |
| URI | https://researchonline.lse.ac.uk/id/eprint/79862 |