The impact of background risk
Year of publication: |
2012
|
---|---|
Authors: | Alghalith, Moawia |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 391.2012, 24, p. 6506-6508
|
Publisher: |
Elsevier |
Subject: | Stochastic | Investment | Portfolio | Correlated | Background risk | Uncertainty |
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