A Portfolio Approach to Estimating the Average Correlation Coefficient for the Constant Correlation Model
Yash P. Aneja, Ramesh Chandra and Erdal Gunay

The Journal of Finance
Vol. 44, No. 5 (Dec., 1989), pp. 1435-1438
Published by: Wiley-Blackwell
Article Stable URL: http://www.jstor.org/stable/2328653