Semi-correlations as a tool for geographical and sector asset allocation

European Journal of Finance

Volumn 11, Issue 3, 2005, Pages 271-281

  Gabbi, Giampaolo ^a  

^a BOCCONI UNIVERSITY   (Italy)

Author keywords

Asset allocation; Correlation; Neural networks; Return forecast

Indexed keywords

EID: 22944482824     PISSN: 1351847X     EISSN: None     Source Type: Journal    
DOI: 10.1080/13518470500039220     Document Type: Article

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