Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix

Reference

Schadner, W. (2021). Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix. Finance Research Letters, 41(101855), 1-8. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)

Publication type

Article in Scientific Journal

Persons

• Dr. Wolfgang Schadner

Organizational Units

• Liechtenstein Business School
• Innovative & Digital Finance

DOI