Confidence Intervals for Asset Correlations in the Asymptotic Single Risk Factor Model

Steffi Höse, Stefan Huschens. Confidence Intervals for Asset Correlations in the Asymptotic Single Risk Factor Model. In Bo Hu, Karl Morasch, Stefan Pickl, Markus Siegle, editors, Operations Research Proceedings 2010, Selected Papers of the Annual International Conference of the German Operations Research Society, Universität der Bundeswehr, München, September 1-3, 2010. pages 111-116, Springer, 2010. [doi]

Authors

Steffi Höse

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Stefan Huschens

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