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 ...
(1) In an initial analysis, the inter- and intra-specific relationships between spatial and temporal variances and means are examined comparatively within and between ninety-seven aphid, 263 month and ...