Correlation shift does occur and hence looking at returns of smaller period like 3-5 years should take care of this problem? After all its all about asset allocation and you allocate the asset based upon your model of risk vs return.
Correlation shift does occur and hence looking at returns of smaller period like 3-5 years should take care of this problem? After all its all about asset allocation and you allocate the asset based upon your model of risk vs return.