Optimal portfolio choice in the presence of domestic systemic risk: Empirical evidence from stock markets
type: Item
instance of: scholarly article
title: Optimal portfolio choice in the presence of domestic systemic risk: Empirical evidence from stock markets
zbMATH Open document ID: 1228.91062
author: Marcel Prokopczuk
published in: Decisions in Economics and Finance
publication date: 2011-12-13T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 5988006
zbMATH Keywords: systemic risk
zbMATH Keywords: optimal portfolio choice
MaRDI profile type: Publication
full work available at URL: s10203-011-0111-5
OpenAlex ID: W2053089775
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DOI: 10.1007/S10203-011-0111-5
description: scientific article; zbMATH DE number 5988006