Subject
Economics and Econometrics,Finance
Reference24 articles.
1. Basis assets;Ahn;Review of Financial Studies,2009
2. Econometric measures of connectedness and systemic risk in the finance and insurance sectors;Billio;Journal of Financial Economics,2012
3. Correlation risk and optimal portfolio choice;Buraschi;The Journal of Finance,2010
4. On persistence in mutual fund performance;Carhart;The Journal of Finance,1997
5. Latent variable graphical model selection via convex optimization;Chandrasekaran;Annals of Statistics,2012
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献