The simplest method for categorizing market regimes involves distinguishing between "quiet" regimes, where markets behave normally, and "turbulent" regimes, which are characterized by low returns, high volatility, and a dramatic rise in correlations between normally uncorrelated assets.

Authors

• Person: Not available Organization: Journal of Financial Planning
  Next Generation Investment Risk Management: Putting the 'Modern ...

Sources

• Next Generation Investment Risk Management: Putting the 'Modern ... www.financialplanningassociation.org Journal of Financial Planning via serper

Referenced by nodes (1)

• volatility concept