Increased correlations in bear market

R. Campbell, C.G. Koedijk, P. Kofman

Research output: Contribution to journal › Article › Professional

Cite this

@article{aa620a3bcddb4e82b7da5d2c4616988a,

title = "Increased correlations in bear market",

author = "R. Campbell and C.G. Koedijk and P. Kofman",

note = "Pagination: 8",

year = "2002",

language = "English",

volume = "58",

pages = "87--94",

journal = "Financial Analysts Journal",

issn = "0015-198X",

publisher = "Taylor and Francis Ltd.",

number = "1",

}