Optimal portfolio choice in the presence of domestic systemic risk: empirical evidence from stock markets

Marcel Prokopczuk ()

Decisions in Economics and Finance, 2011, vol. 34, issue 2, 168 pages

Keywords: Systemic risk; Optimal portfolio choice; G11; C51 (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10203-011-0111-5

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