Manoj Singh has 29+ years of experience working for the Central Bank of India. He is the author of Bulls, Bears, and the Tortoise. Diversification naturally appeals to the risk-averse creature inside ...

Investors regularly hear clichéd suggestions to diversify their portfolio by investing in assets with low correlations. However, it is not always clear what exact steps need to be taken to reap the ...

This is a preview. Log in through your library . Abstract Correlation matrices play a key role in many multivariate methods (e.g., graphical model estimation and factor analysis). The current state-of ...

https://doi.org/10.1086/426518 • https://www.jstor.org/stable/10.1086/426518 Copy URL In this appendix, we describe our test for a structural change in the ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...