Multi-asset correlation dynamics : impact for specific investment strategies and portfolio risk

Schwendner, Peter; Papenbrock, Jochen

Publication type:	Conference other
Type of review:	No review
Title:	Multi-asset correlation dynamics : impact for specific investment strategies and portfolio risk
Authors:	Schwendner, Peter Papenbrock, Jochen
et. al:	No
Conference details:	TSAM Europe: Performance Measurement & Investment Risk, London, United Kingdom, 1 March 2014
Issue Date:	2014
Publisher / Ed. Institution:	The Summit for Asset Management (TSAM)
Language:	English
Subject (DDC):	332.6: Investment
URI:	https://digitalcollection.zhaw.ch/handle/11475/17928
Fulltext version:	Published version
License (according to publishing contract):	Licence according to publishing contract
Departement:	School of Management and Law
Organisational Unit:	Institute of Wealth & Asset Management (IWA)
Appears in collections:	Publikationen School of Management and Law

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Schwendner, P., & Papenbrock, J. (2014). Multi-asset correlation dynamics : impact for specific investment strategies and portfolio risk. TSAM Europe: Performance Measurement & Investment Risk, London, United Kingdom, 1 March 2014.

Schwendner, P. and Papenbrock, J. (2014) ‘Multi-asset correlation dynamics : impact for specific investment strategies and portfolio risk’, in TSAM Europe: Performance Measurement & Investment Risk, London, United Kingdom, 1 March 2014. The Summit for Asset Management (TSAM).

P. Schwendner and J. Papenbrock, “Multi-asset correlation dynamics : impact for specific investment strategies and portfolio risk,” in TSAM Europe: Performance Measurement & Investment Risk, London, United Kingdom, 1 March 2014, 2014.

SCHWENDNER, Peter und Jochen PAPENBROCK, 2014. Multi-asset correlation dynamics : impact for specific investment strategies and portfolio risk. In: TSAM Europe: Performance Measurement & Investment Risk, London, United Kingdom, 1 March 2014. Conference presentation. The Summit for Asset Management (TSAM). 2014

Schwendner, Peter, and Jochen Papenbrock. 2014. “Multi-Asset Correlation Dynamics : Impact for Specific Investment Strategies and Portfolio Risk.” Conference presentation. In TSAM Europe: Performance Measurement & Investment Risk, London, United Kingdom, 1 March 2014. The Summit for Asset Management (TSAM).

Schwendner, Peter, and Jochen Papenbrock. “Multi-Asset Correlation Dynamics : Impact for Specific Investment Strategies and Portfolio Risk.” TSAM Europe: Performance Measurement & Investment Risk, London, United Kingdom, 1 March 2014, The Summit for Asset Management (TSAM), 2014.