modeling the conditional covariance between stock and bond ...

investment simulation in stocks, as well as the construction of stock portfolios for benchmarking ... who is exclusively investing in private equity, has to hold exceeds that of constrained stock investors and also ..... necessarily represent the underlying market value of the underlying assets and have a higher correlation to stock.








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correlations  Asymmetric correlations on the Croatian equity market - Financial ... CORRELA. TIONS. ON. THE. CROA. TIAN. EQUITY. MARKET. FINANCIAL.
THEOR. Y. AND. PRACTICE. 35 (1) 1-24 (201. 1). 1. Asymmetric correlations on
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such conditions beco- ming difficult. 97 98 99 00 01 02 03 04 05 06 07 08 09
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