articleJournal of Financial EconomicsMar 1, 2002Closed access

Asymmetric correlations of equity portfolios

AAAndrew AngJCJoseph Chen

Columbia University · University of Southern California

Indexed incrossref

Abstract

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1,550
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110.71
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100%
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Authors

2

Topics & keywords

Topics
Keywords
  • Skewness
  • Econometrics
  • Downside risk
  • Economics
  • Equity (law)
  • Correlation
  • Asymmetry
  • Statistics
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