One idea of portfolio risk control for absolute return strategy risk adjustments by signals from correlation behavior

DOI10.1016/S0378-4371(01)00411-3zbMath0986.91023MaRDI QIDQ5949732

No author found.

Publication date: 27 November 2001

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

self-organized criticalitynonlinear market fluctuation

Mathematics Subject Classification ID

Cites Work

• Introduction to Econophysics

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