Contrary to common belief, market correlations between assets are constant

Glück, Thorsten; and Füss, Roland (2017) Contrary to common belief, market correlations between assets are constant. [Online resource]
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Models routinely used in practice are probably misleading, creating artificial results, write Zeno Adams, Thorsten Glück and Roland Füss
Item Type Online resource
Departments LSE
Date Deposited 05 Jun 2017 08:39
URI https://researchonline.lse.ac.uk/id/eprint/79862

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