Optimal portfolio choice in the presence of domestic systemic risk: empirical evidence from stock markets
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Bibliographic InfoArticle provided by Springer in its journal Decisions in Economics and Finance.
Volume (Year): 34 (2011)
Issue (Month): 2 (November)
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Web page: http://link.springer.de/link/service/journals/10203/index.htm
Find related papers by JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
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