✦ LIBER ✦

Asymmetric correlations of equity portfolios

✍ Scribed by Andrew Ang; Joseph Chen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asymmetric Conditional Volatility and Fi

✍ Ólan T. Henry; John Sharma 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 421 KB

Convergence of EMU Equity Portfolios

✍ Maela Giofré 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 552 KB

Composition of robust equity portfolios

✍ Kim, Jang Ho (author);Kim, Woo Chang (author);Fabozzi, Frank J. (author) 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 429 KB

Composition of robust equity portfolios

✍ Kim, Jang Ho (author);Kim, Woo Chang (author);Fabozzi, Frank J. (author) 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 429 KB

Asymmetric Dynamics in the Correlations

✍ Cappiello, Lorenzo (author);Engle, Robert F. (author);Sheppard, Kevin (author) 📂 Article 📅 2006 🏛 Oxford University Press 🌐 English ⚖ 759 KB

Asymmetric Dynamics in the Correlations

✍ Cappiello, Lorenzo (author);Engle, Robert F. (author);Sheppard, Kevin (author) 📂 Article 📅 2006 🏛 Oxford University Press 🌐 English ⚖ 759 KB