PSI-20 fluctuation : correlation of the portuguese stock market with major global capital markets
In this paper, we will analyze the increase of correlations in the market during periods of crisis, due to its paramount importance to the management and optimization of the portfolio, and especially for risk diversification in portfolio management. An evaluation of the level of correlation between...
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| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2018
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| Texto completo: | http://hdl.handle.net/10400.3/4876 |
| País: | Portugal |
| Oai: | oai:repositorio.uac.pt:10400.3/4876 |