Work

Portfolio Choice in Markets with Contagion

Year: 2015

Type: article

Source: Journal of Financial Econometrics

DOI: 10.1093/jjfinec/nbv024

Authors: Yacine Aït-Sahalia, Thomas Robert Hurd

Institutions: National Bureau of Economic Research, Princeton University, McMaster University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3123325565

FWCI: 14.04

Cites: 39

Cited by: 88

Related to: 10