%0 Journal Article %A M. Barton Waring %A Laurence B. Siegel %T INVITED EDITORIAL %B “There Was Nothing I Could Do—All the Correlations Had Suddenly Gone to One!” %D 2016 %R 10.3905/jpm.2016.42.2.001 %J The Journal of Portfolio Management %P 1-5 %V 42 %N 2 %U https://jpm.pm-research.com/content/iijpormgmt/42/2/1.full.pdf