Risk Correlation is a statistical measure that quantifies the degree to which the returns or losses of two or more financial assets move in relation to each other, serving as a key determinant in portfolio diversification and systemic risk assessment.
110
Publications
6K
Citations
267
Authors
206
Institutions
Publications per year
2017–2026
34
Parents
Publications
110
Testing for Adverse Selection in Insurance Markets
Alma Cohen, Peter Siegelman · Journal of Risk & Insurance · 2009 · 433 citations
Correlation Risk and Optimal Portfolio Choice
Andrea Buraschi, Paolo Porchia, Fabio Trojani · The Journal of Finance · 2010 · 259 citations
1–5 of 110
Authors
267
- FT
4
h-index
- HZ
4
h-index
- NT
4
h-index
- AB
4
h-index
- GV
3
h-index
1–5 of 267
Institutions
206
Centre for Economic Policy Research
London, United Kingdom
6 h-index
7 publications
437 citations
University of Chinese Academy of Sciences
Beijing, China
3 h-index
8 publications
290 citations
University of Chicago
Chicago, United States
3 h-index
3 publications
387 citations
Boston University
Boston, United States
3 h-index
5 publications
202 citations
Bank for International Settlements
Basel, Switzerland
3 h-index
6 publications
154 citations
Imperial College London
London, United Kingdom
3 h-index
4 publications
516 citations
Carnegie Mellon University
Pittsburgh, United States
3 h-index
4 publications
437 citations
Swiss Finance Institute
Zurich, Switzerland
3 h-index
3 publications
436 citations
1–8 of 206
Venues
- SSRN Electronic Journal
Repository · 19 publications · 717 citations
15
h-index
- Physica A Statistical Mechanics and its Applications
5 publications · 191 citations
5
h-index
- The Journal of Finance
3 publications · 767 citations
3
h-index
- Applied Economics
3 publications · 79 citations
3
h-index
- Journal of Risk & Insurance
2 publications · 460 citations
2
h-index
1–5