Risk Management Mistakes with Correlation
The article points out common errors in using Pearson's correlation in risk management, offering counterexamples and R code for clarity.
Featured in No. 89 on 20 Mar 2025 · 22 days after release
- Released
- 26 Feb 2025
- First featured
- No. 89 · 20 Mar 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 81
- Identifier
- SSRN 5155665
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).