This paper extends (Jiang et al. in J Bank Finance 34:3055–3060, 2010; Guo in Risk Manag 20(1):77–94, 2018) and others by investigating the impact of background risk on an investor’s portfolio choice ...
Statistical process control (SPC) involves ongoing checks to ensure that neither the mean nor the variability of the process readings has changed. Conventionally, this is done by pairs of ...
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