ASSET ALLOCATION AND ASSET PRICING IN THE FACE OF SYSTEMIC RISK: A LITERATURE OVERVIEW AND ASSESSMENT

91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance

91G10: Portfolio theory

Related Items

Systemic Risk and Default Clustering for Large Financial Systems, Network Effects in Default Clustering for Large Systems, Default Clustering in Large Pools: Large Deviations

Cites Work

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