Reference
Schadner, W. (2021). Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix. Finance Research Letters, 41(101855), 1-8. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
Publication type
Article in Scientific Journal
Persons
Organizational Units
- Liechtenstein Business School
- Innovative & Digital Finance