Optimal portfolio choice in the presence of domestic systemic risk: Empirical evidence from stock markets (Q651334)
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scientific article; zbMATH DE number 5988006
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| English | Optimal portfolio choice in the presence of domestic systemic risk: Empirical evidence from stock markets |
scientific article; zbMATH DE number 5988006 |
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Optimal portfolio choice in the presence of domestic systemic risk: Empirical evidence from stock markets (English)
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13 December 2011
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systemic risk
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optimal portfolio choice
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0.7607976794242859
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0.7234448194503784
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0.6851189136505127
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0.6825497150421143
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0.680302619934082
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