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

Referenz

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)

Publikationsart

Beitrag in wissenschaftlicher Fachzeitschrift

Mitarbeiter

• Dr. Wolfgang Schadner

Einrichtungen

• Liechtenstein Business School
• Innovative & Digital Finance

DOI