The SLG Portfolio-Risk-Index – or Why Correlation is Useful in Visualising Risk Management

The SLG Portfolio-Risk-Index – Or Why Correlation is Useful in Visualising Risk Management by Georg Ehrhart, Partner, Market Risk Management & Research, Schwabe, Ley & Greiner We all know that correlation is a statistical method to express the relationship of data and their movements, for example, the movement of the EUR/USD-spot rate versus the price of oil. Or, […]