An empirical investigation of sector correlation forecasting techniques and the potential benefits to investors
Financial modelling is of considerable value to portfolio management. The effectiveness of different methods of forecasting correlation between sub-sectors, as part of the sector-allocation stage of the portfolio-construction process, has not yet been investigated. This focus is useful since it i...
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| Format: | Others |
| Language: | en |
| Published: |
2009
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| Online Access: | http://hdl.handle.net/10539/6848 |