Introducing variety in risk management
- 1 December 2002
- journal article
- Published by Wilmott Magazine Ltd in Wilmott
- Vol. 2002 (1) , 98-101
- https://doi.org/10.1002/wilm.42820020123
Abstract
No abstract availableAll Related Versions
This publication has 4 references indexed in Scilit:
- Extreme Correlation of International Equity MarketsThe Journal of Finance, 2001
- Correlation structure of extreme stock returnsQuantitative Finance, 2001
- Variety and volatility in financial marketsPhysical Review E, 2000
- Symmetry alteration of ensemble return distribution in crash and rally days of financial marketsZeitschrift für Physik B Condensed Matter, 2000