To insert individual citation into a bibliography in a word-processor,
select your preferred citation style below and drag-and-drop it into the document.
Social Science Research Network Working Paper Series (6 January 2012) Key: citeulike:12118774
Formatted Citation
Show HTML
Likes
(beta)
This copy of the article hasn't been liked by anyone yet.
Adjusting the correlation matrix plays an important role in risk management as well as option pricing. We usually adjust the correlation matrix by directly changing the correlation coefficient in the correlation matrix. However, there is a chance that the adjusted correlation matrix is not valid. In this paper, we present a new algorithm for adjusting the correlation matrix that maintains its validity. Furthermore, the correlative relationship among the assets that we do not want to adjust will not be affected by the adjustment. Therefore, the solution obtained from our new algorithm is considered to be intuitively valid.
CiteULike organises scholarly (or academic) papers or literature and provides bibliographic
(which means it makes bibliographies) for universities and higher education establishments.
It helps undergraduates and postgraduates. People studying for PhDs or in postdoctoral (postdoc) positions.
The service is similar in scope to EndNote or RefWorks or any other reference manager
like BibTeX, but it is a social bookmarking service for scientists and humanities researchers.
There are no reviews yet
