Tag Archives: evaluation
Under The Partial Equilibrium Evaluation Here
Motivated by the results on the degree of collectivity, we measure the propensity of the market to permit for diversification by the reduction in the magnitude of the leading eigenvalue of the cross-correlation matrix related to the respective portfolios. Establish
Beneath The Partial Equilibrium Evaluation Right Here
Motivated by the results on the diploma of collectivity, we measure the propensity of the market to allow for diversification by the reduction in the magnitude of the leading eigenvalue of the cross-correlation matrix related to the respective portfolios. Set