The role of correlation dynamics in sector allocation

 
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Journal part (EN)
Scientific article (EN)
2014 (EN)
The role of correlation dynamics in sector allocation
Staikouras, Sotiris K.
Kalotychou, Elena
Zhao, Gang
Article
Correlation timing
Asymmetry
Portfolio performance
Transaction costs
Structural break
Cyprus University of Technology
Ktisis
Cyprus University of Technology Repository
Άρθρα/Articles
English
2014-11
1
12
https://api.elsevier.com/content/abstract/scopus_id/84908047321
Journal of Banking & Finance, 2014, vol. 48, pp. 1-12
2-s2.0-84908047321
10.1016/j.jbankfin.2014.06.025
0378-4266
2019-07-23T12:29:57Z
© Elsevier



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