The nature of the correlation structure of traditional and alternative asset classes

The goal of this thesis is to increase the understanding of 'alternative assets' and their interaction with other asset classes. This is a relevant area of focus as there are currently more assets available to investors than at any other time. Firstly several assets are reviewed to see if...

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Bibliographic Details
Main Author: Elliott, Keith Eric William
Published: University of Reading 2012
Subjects:
332
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.602538