Optimal portfolio choice in the presence of domestic systemic risk: empirical evidence from stock markets
| Year of publication: |
2011
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|---|---|
| Authors: | Prokopczuk, Marcel |
| Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 34.2011, 2, p. 141-168
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| Publisher: |
Springer |
| Subject: | Systemic risk | Optimal portfolio choice |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009325798