Sentences with phrase «asset class correlation»

I know the earlier articles dealt with asset class correlations, rather than correlations with stock market sectors.

The current turmoil and unusual asset class correlation is making for a very difficult environment for value investors.

Is there some a practical way to build and test asset class correlation and other metrics like alpha, beta, standard deviation?

There was an interesting post on Bloomberg regarding asset class correlations, and a lot of blogs wrote about it, including Abnormal Returns, which did a nice summary, and expanded the argument to university endowments.

The WSJ article provides an enlightening table of asset class correlations with the S&P 500 over the past ten years.

Forward - looking efficient frontier portfolios based on user - specified, expected returns and volatility use historical asset class correlations.

For example, he says, MPT presumes that asset class correlations remain constant, and that market returns follow a normal distribution (represented by a bell curve).

There was an interesting post on Bloomberg regarding asset class correlations, and a lot of blogs wrote about it, including Abnormal Returns, which did a nice summary, and expanded the argument to...

Fund Screener» Fund Performance» Asset Correlations» Asset Class Correlations» Asset Autocorrelation» Asset Cointegration»