An empirical investigation of the determinants of asset return comovements
Understanding financial asset return correlation is a key facet in asset allocation and investor’s portfolio optimization strategy. For the last decades, several studies have investigated this relationship between stock and bond returns. But, fewer studies have dealt with multi-asset return dynamics...
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| Language: | en |
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Cranfield University
2016
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| Online Access: | http://dspace.lib.cranfield.ac.uk/handle/1826/10184 |