Remember me

Register  |   Lost password?


Our popular course Introduction to QuantLib Development will be taking place June 18-20th, 2018.


All About Alpha Logo

Taking A Global Look at Risk and Correlations

Tue, 21 Feb 2012 19:43:49 GMT

Comparing the different editions of the Axioma Quarterly Risk Review for 4th Quarter 2011 leaves some fascinating insights. For example, it is becoming more difficult over time, in much of the world, for investors to create significant diversification within the (domestic) equity portion of their portfolio, because the correlations of stock pairs have been increasing.

, , , , , ,