Portfolio Construction Based on Implied Correlation Information and Value at Risk

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Portfolio Construction Based on Implied Correlation Information and Value at Risk

Registro en:

https://hdl.handle.net/20.500.12104/83198

https://repositorioslatinoamericanos.uchile.cl/handle/2250/7242997

Autor

Rogel - Salazar, Jesús

Tella, Roberto

Institución

Universidad de Guadalajara (México)

Materias

Implied correlation

Portfolio construction

Implied correlation

Portfolio construction

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