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

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Prokopczuk, M. (2011) Optimal portfolio choice in the presence of domestic systemic risk: empirical evidence from stock markets. Decisions in Economics and Finance, 34 (2). pp. 141-168. ISSN 1593-8883 doi: 10.1007/s10203-011-0111-5

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Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/20961
Identification Number/DOI 10.1007/s10203-011-0111-5
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Uncontrolled Keywords Systemic risk, optimal portfolio choice
Publisher Springer-Verlag
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