Risk sharing and counter-cyclical variation in market correlations (Q844776)
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scientific article; zbMATH DE number 5660314
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| English | Risk sharing and counter-cyclical variation in market correlations |
scientific article; zbMATH DE number 5660314 |
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Risk sharing and counter-cyclical variation in market correlations (English)
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19 January 2010
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international finance
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portfolio diversification
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stock correlations
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0.7196594476699829
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0.7162173390388489
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0.6981662511825562
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0.697976291179657
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