Ways to utilize correlation analysis Correlation analysis in the portfolio management context can be performed at different levels of granularity.

Understanding correlation and uncorrelated assets can help protect against random events in the market for investors. Keep your portfolio safe today.

Correlation matrices play a key role in many multivariate methods (e.g., graphical model estimation and factor analysis). The current state-of-the-art in estimating large correlation matrices focuses ...

Correlation is a statistical measure of how two securities move in relation to each other. Investors use correlation to diversify their portfolios and hedge against risk.

William N. Goetzmann, Lingfeng Li, K. Geert Rouwenhorst, Long‐Term Global Market Correlations, The Journal of Business, Vol. 78, No. 1 (January 2005), pp. 1-38 ...