One idea of portfolio risk control for absolute return strategy risk adjustments by signals from correlation behavior (Q5949732)
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scientific article; zbMATH DE number 1677689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One idea of portfolio risk control for absolute return strategy risk adjustments by signals from correlation behavior |
scientific article; zbMATH DE number 1677689 |
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One idea of portfolio risk control for absolute return strategy risk adjustments by signals from correlation behavior (English)
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27 November 2001
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nonlinear market fluctuation
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self-organized criticality
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