Work

How to Diversify Differently: Time-Varying Correlations, Determinants, and Regimes

Year: 2024

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2024.1.658

Authors: Jack Strauss, T.H. Williams

Institutions: University of Denver, Wells Fargo (United States)

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4405386182

FWCI: 0.365

Cites:

Cited by: 1

Related to: 10