Portfolio theory for squared returns correlated across time (Q2296080)
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scientific article; zbMATH DE number 7168345
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio theory for squared returns correlated across time |
scientific article; zbMATH DE number 7168345 |
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Portfolio theory for squared returns correlated across time (English)
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17 February 2020
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two-period portfolio theory
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correlated squared returns
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0.7497356534004211
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0.748368501663208
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0.7465517520904541
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0.7451902031898499
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