Portfolio selection in the presence of systemic risk

Portfolio selection in the presence of systemic risk

Biglova, Almira, Ortobelli, Sergio, Fabozzi, Frank J
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Volume:
15
Language:
english
Journal:
Journal of Asset Management
DOI:
10.1057/jam.2014.30
Date:
October, 2014
File:
PDF, 616 KB
english, 2014
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