%0 Journal Article %1 Nishiyama2001 %A Nishiyama, N. %D 2001 %J Physica A: Statistical Mechanics and its Applications %K Absolute return strategy %N 1-4 %P 457--472 %T One idea of portfolio risk control for absolute return strategy risk adjustments by signals from correlation behavior %U http://www.sciencedirect.com/science/article/B6TVG-44HST7B-13/1/473c1c2272646f4fa22b2c65c7ae978a %V 301

@article{Nishiyama2001, added-at = {2008-04-22T10:36:30.000+0200}, author = {Nishiyama, N.}, biburl = {https://www.bibsonomy.org/bibtex/2bf54bbe785c5d4fe6fe83d52383cbdfc/smicha}, day = 01, description = {Physica A}, interhash = {a4f7cfb13e4055c2b43bafc80ad4eb02}, intrahash = {bf54bbe785c5d4fe6fe83d52383cbdfc}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Absolute return strategy}, month = Dec, number = {1-4}, pages = {457--472}, timestamp = {2008-04-22T10:56:57.000+0200}, title = {One idea of portfolio risk control for absolute return strategy risk adjustments by signals from correlation behavior}, url = {http://www.sciencedirect.com/science/article/B6TVG-44HST7B-13/1/473c1c2272646f4fa22b2c65c7ae978a}, volume = 301, year = 2001 }