Implied correlation index: A new measure of diversification

Implied correlation index: A new measure of diversification

Vasiliki D. Skintzi, Apostolos-Paul N. Refenes
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Volume:
25
Year:
2005
Language:
english
Pages:
27
DOI:
10.1002/fut.20137
File:
PDF, 206 KB
english, 2005
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