Glück, Thorsten and Füss, Roland (2017) Contrary to common belief, market correlations between assets are constant. LSE Business Review (14 Feb 2017). Website.
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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 (Website) |
|---|---|
| Official URL: | http://blogs.lse.ac.uk/businessreview/ |
| Additional Information: | © 2017 The Author(s) |
| Divisions: | LSE |
| Subjects: | H Social Sciences > HG Finance |
| Date Deposited: | 05 Jun 2017 08:39 |
| Last Modified: | 11 Dec 2024 15:45 |
| URI: | http://eprints.lse.ac.uk/id/eprint/79862 |
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