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Asymmetric correlations of equity portfolios

  • Ang, Andrew
  • Chen, Joseph

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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 63 (2002)
Issue (Month): 3 (March)
Pages: 443-494

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Handle: RePEc:eee:jfinec:v:63:y:2002:i:3:p:443-494
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505576

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