Optimal portfolio choice in the presence of domestic systemic risk: empirical evidence from stock markets
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Volume (Year): 34 (2011)
Issue (Month): 2 (November)
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- Merton, Robert C., 1971. "Optimum consumption and portfolio rules in a continuous-time model," Journal of Economic Theory, Elsevier, vol. 3(4), pages 373-413, December.
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