Optimal portfolio choice in the presence of domestic systemic risk: empirical evidence from stock markets
In: Decisions in economics and finance: a journal of applied mathematics, Band 34, Heft 2, S. 141-168
ISSN: 1129-6569, 2385-2658
42 Ergebnisse
Sortierung:
In: Decisions in economics and finance: a journal of applied mathematics, Band 34, Heft 2, S. 141-168
ISSN: 1129-6569, 2385-2658
In: Management Science, Band 69(6), S. 3675-3696
SSRN
In: Journal of Banking and Finance, Band 145, Heft 106658
SSRN
In: Journal of Banking and Finance (;2022);, Band 145
SSRN
In: Applied Mathematical Finance, Band 23
SSRN
SSRN
SSRN
In: Quarterly Journal of Finance, forthcoming
SSRN
In: Kanamura, T., L. Homann, and M. Prokopczuk (2021) ``Pricing analysis of wind power derivatives for renewable energy risk management'', Applied Energy, forthcoming.
SSRN
In: Quarterly Journal of Finance (2021) Vol. 11(4), 2150017
SSRN
Working paper
In: NBER Working Paper No. w23785
SSRN
Working paper
In: CESifo Working Paper Series No. 6643
SSRN
Working paper
In: Journal of economic dynamics & control, Band 58, S. 34-57
ISSN: 0165-1889
In: The quarterly review of economics and finance, Band 53, Heft 1, S. 73-85
ISSN: 1062-9769
SSRN