Click here for immediate access to the latest key research articles

An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling 

Authors: Massimo Morini ^a; Nick Webber ^b

Affiliations:	a Cass Business School and Universita' di Milano Bicocca, Milano, Italia
	b City University, Cass Business School, London, UK

DOI: 10.1080/13504860600658976

Publication Frequency: 6 issues per year

Published in: Applied Mathematical Finance, Volume 13, Issue 4 December 2006 , pages 309 - 331

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Formats available: HTML (English) : PDF (English)

Article Requests: Order Reprints : Request Permissions

• Sign In
• Online Sample

Recommending 'An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling'

This service is temporarily unavailable.

Please copy the URL in your address bar and email it direct to your colleague or librarian to recommend this resource.