Portfolio Construction Based on Implied Correlation Information and Value at Risk

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Bibliographic Details
Main Author:	Jesús Rogel - Salazar
Format:	Artículo científico
Language:	en
Published:	Universidad de Guadalajara 2015
Subjects:	Economía y Finanzas VaR Risk Value at Risk Implied correlation Portfolio construction
Online Access:	Acceder al recurso
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