haku: @author Terhaar, K. / yhteensä: 1
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| Tekijä: | Singer, B. D. Terhaar, K. Zerolis, J. |
| Otsikko: | Maintaining consistent global asset views (with a little help from Euclid) |
| Lehti: | Financial Analysts' Journal
1998 : JAN-FEB, VOL. 54:1, p. 63-71 |
| Asiasana: | international economics globalization risk analysis risk management currency |
| Kieli: | eng |
| Tiivistelmä: | Global economic and capital market integration makes it important to ensure consistent capital market expectations, policies and strategies among different base currencies. The most difficult problem is translating risk and correlation estimates from the home currency into any other currency. This article provides a method for converting risk and correlation views. |
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