Does prior stock return correlation predict future stock return correlation?
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Medicine
Link
https://link.springer.com/content/pdf/10.1007/s43546-023-00551-z.pdf
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3. Campbell JY, Viceira LM, Viceira LM et al. (2002). Strategic asset allocation: portfolio choice for long-term investors
4. Chan K, Chen N-F (1991) Structural and return characteristics of small and large firms. J Fin 46(4):1467–1484
5. Chaudhuri SE, Lo AW (2015). Spectral analysis of stock-return volatility, correlation, and beta. In 2015 IEEE Signal Processing and Signal Processing Education Workshop (SP/SPE), pp. 232–236
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