Fredrik Akesson

Credit Suisse AG

Giesshübelstrasse 40

Zurich, 8002

Switzerland

SCHOLARLY PAPERS

1

DOWNLOADS

372

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

Correlation Breakdown and the Influence of Correlations on VaR

Number of pages: 23 Posted: 17 Apr 2014
Andreas Nawroth, Fabrizio Anfuso and Fredrik Akesson
Credit Suisse AG, PRA, Bank Of England and Credit Suisse AG
Downloads 372 (112,045)
Citation 1

Abstract:

Loading...

Financial crisis, VaR, Correlation breakdown, Stock return asymmetries, Portfolio diversification, Financial markets