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Asymmetric correlations of equity portfolios
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Asymmetric correlations of equity portfolios

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  • Ang, Andrew
  • Chen, Joseph

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  • Ang, Andrew & Chen, Joseph, 2002. "Asymmetric correlations of equity portfolios," Journal of Financial Economics, Elsevier, vol. 63(3), pages 443-494, March.
    • Handle: RePEc:eee:jfinec:v:63:y:2002:i:3:p:443-494
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