ASSET CORRELATIONS IN TURBULENT MARKETS AND THE IMPACT OF DIFFERENT REGIMES ON ASSET MANAGEMENT
BERNHART, GERMAN, HÖCHT, STEPHAN, NEUGEBAUER, MICHAEL, NEUMANN, MICHAEL, ZAGST, RUDIVolume:
28
Language:
english
Journal:
Asia-Pacific Journal of Operational Research
DOI:
10.1142/S0217595911003028
Date:
February, 2011
File:
PDF, 786 KB
english, 2011