Optimal portfolio choice in the presence of domestic systemic risk: empirical evidence from stock markets
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References listed on IDEAS
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More about this item
KeywordsSystemic risk; Optimal portfolio choice; G11; C51;
- 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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