Optimal portfolio choice in the presence of domestic systemic risk: empirical evidence from stock markets
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DOI: 10.1007/s10203-011-0111-5
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Keywords
Systemic risk; Optimal portfolio choice; G11; C51;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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