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

Schadner, W. (2021). Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix. Finance Research Letters, 41(101855), 1-8.

Beitrag in wissenschaftlicher Fachzeitschrift

https://dx.doi.org/10.1016/j.frl.2020.101855