Harry Markowitz famously quipped that diversification is the only free lunch in investing. What he did not say is that this is only true if correlations are known and stable over time. Markowitz’s ...

Oncotype Dx Recurrence Score (RS) is prognostic and predictive of chemotherapy benefit in women with node-negative and node-positive in hormone receptor–positive (HR+), human epidermal growth factor ...

This paper is concerned with the limiting spectral behaviors of large dimensional Kendall’s rank correlation matrices generated by samples with independent and continuous components. The statistical ...

What Is the Correlation Coefficient? The correlation coefficient is a metric that measures the strength and direction of a relationship between two securities or variables, such as a stock and a ...