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Contrary to common belief, market correlations between assets are constant

Glück, Thorsten and Füss, Roland (2017) Contrary to common belief, market correlations between assets are constant. LSE Business Review (14 Feb 2017). Blog Entry.

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Abstract

Models routinely used in practice are probably misleading, creating artificial results, write Zeno Adams, Thorsten Glück and Roland Füss

Item Type: Online resource (Blog Entry)
Official URL: http://blogs.lse.ac.uk/businessreview/
Additional Information: © 2017 The Author(s); Online
Divisions: LSE
Subjects: H Social Sciences > HG Finance
Sets: Collections > LSE Business Review Blog
Date Deposited: 05 Jun 2017 08:39
Last Modified: 30 May 2019 23:18
URI: http://eprints.lse.ac.uk/id/eprint/79862

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