What is the impact of stock market contagion on an investor's portfolio choice? (Q659101)
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scientific article; zbMATH DE number 6004623
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| English | What is the impact of stock market contagion on an investor's portfolio choice? |
scientific article; zbMATH DE number 6004623 |
Statements
What is the impact of stock market contagion on an investor's portfolio choice? (English)
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10 February 2012
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asset allocation
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jumps
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contagion
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model risk
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0.7481998205184937
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0.7244361639022827
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0.7234448194503784
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0.718346357345581
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0.7043373584747314
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