Correlation risk and optimal portfolio choice

Journal of Finance

Volumn 65, Issue 1, 2010, Pages 393-420

  Buraschi, Andrea ^a   Porchia, Paolo ^b   Trojani, Fabio ^c  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF ST GALLEN   (Switzerland)

^c UNIVERSITY OF LUGANO   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 74249123832     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2009.01533.x     Document Type: Article

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