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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). 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: 14 Sep 2024 01:23
URI: http://eprints.lse.ac.uk/id/eprint/79862

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