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Correlation: the most common myths in financial risk management practice

Giovanni Puccetti & Giacomo Cagliani

The American Statistician (AMSTAT)2026https://doi.org/10.1080/00031305.2026.2648536article
ABDC B
Weight
0.50

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https://doi.org/https://doi.org/10.1080/00031305.2026.2648536

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@article{giovanni2026,
  title        = {{Correlation: the most common myths in financial risk management practice}},
  author       = {Giovanni Puccetti & Giacomo Cagliani},
  journal      = {The American Statistician (AMSTAT)},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1080/00031305.2026.2648536},
}

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.