Home bias and expected returns : a structural approach
Year of publication: |
2022
|
---|---|
Authors: | Wallmeier, Martin ; Iseli, Christoph |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 124.2022, p. 1-18
|
Subject: | Asset pricing | Core-satellite approach | Equilibrium model | Home bias | Home preferences | Implied expected return | International diversification | Portfoliodiversifikation | Portfolio diversification | CAPM | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Portfolio-Investition | Foreign portfolio investment | Theorie | Theory | Systematischer Fehler | Bias | Erwartungsbildung | Expectation formation |
-
Risk, return and international portfolio diversification : K-means clustering data
Dziuba, Pavlo, (2022)
-
Essays in international finance : risk, jumps and diversification
M'Saddek, Oussama, (2018)
-
Home bias and the returns of strategic portfolios : neither always so good nor so bad
Vega-Gámez, Fernando, (2024)
- More ...
-
Home Bias and Expected Returns : A Structural Approach
Wallmeier, Martin, (2022)
-
Der Home Bias : Erklärungsansätze, internationales Kapitalmarktgleichgewicht und erwartete Renditen
Iseli, Christoph, (2019)
-
Iseli, Christoph, (2020)
- More ...