Asset Correlations in Turbulent Markets and the Impact of Different Regimes on Asset Management

German Bernhart, Stephan Höcht, Michael Neugebauer, Michael Neumann, Rudi Zagst. Asset Correlations in Turbulent Markets and the Impact of Different Regimes on Asset Management. APJOR, 28(1):1-23, 2011. [doi]

Abstract

Abstract is missing.