In defining an asset class, why is the correlation between the returns of asset classes important?

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The Theory And Practice Of Investment Management

ISBN: 9780470929902

2nd Edition

Authors: Frank J Fabozzi, Harry M Markowitz

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Question Posted: Dec 19, 2023 01:35 AM

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In defining an asset class, why is the correlation between the returns of asset classes important?

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Understanding the correlation between the returns of different asset classes is crucial in defining an asset class for several reasons 1 Portfolio con...View the full answer

The Theory And Practice Of Investment Management

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