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Financial Analysts Journal Volume 58, 2002 - Issue 1
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PORTFOLIO MANAGEMENT

Increased Correlation in Bear Markets

Rachel Campbell Rachel Campbell is assistant professor of financial risk management at Maastricht University, the Netherlands.
,
Kees Koedijk Kees Koedijk is professor of finance at Erasmus University, Rotterdam, and is also at CEPR, London.
&
Paul Kofman Paul Kofman is professor of finance at the University of Technology, Sydney, Australia.
Pages 87-94 | Published online: 02 Jan 2019

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