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Asset allocation and asset pricing in the face of systemic risk

March 23, 2011 | 3.05pm

This paper provides a detailed overview of the current research linking systemic risk, financial crises and contagion effects among assets on the one hand with asset allocation and asset pricing theory on the other hand.

Asset allocation and asset pricing in the face of systemic risk

systemic risk, financial crises and contagion effects among assets

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