CROSS CORRELATION TOOL FOR AUTOMATED PORTFOLIO DESCRIPTIVE STATISTICS

The cross correlation tool is used to quickly understand and describe the composition of an asset portfolio and the response of a user selected variable versus other variables in the portfolio. The tool is also used to quickly identify unexpectedly high or low correlation between two attribute varia...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: EDGAR MARC THOMAS, JOHNSON CHRISTOPHER DONALD
Format: Patent
Sprache:eng
Schlagworte:
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