Asymmetric correlations of equity portfolios (2002)
by
Andrew Ang
,
Joseph Chen
| Venue: | Journal of Financial Economics |
| Citations: | 82 - 1 self |
BibTeX
@ARTICLE{Ang02asymmetriccorrelations,
author = {Andrew Ang and Joseph Chen},
title = {Asymmetric correlations of equity portfolios},
journal = {Journal of Financial Economics},
year = {2002},
pages = {443--494}
}
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Abstract
University. We are especially grateful for suggestions from Geert Bekaert, Bob Hodrick, and Ken Singleton. We also thank an anonymous referee whose comments and suggestions greatly improved the paper.
