SSRN Electronic Journal · 2010 · 129 citations · 18 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsFinancial RegulationCapital MarketsFinancial RiskMarket RiskSystemic RiskCatastrophe TheoryFinancial Market FragilityPrincipal ComponentsSystemic Risk Modeling
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International Asset Allocation With Regime Shifts
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