Myopic Loss Aversion, Asymmetric Correlations, and the Home Bias
Year of publication: |
2004-08-11
|
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Authors: | Carvalho, Carlos Viana de ; Amonlirdviman, Kevin |
Institutions: | Econometric Society |
Subject: | myopic loss aversion | home bias | asymmetric correlations | equity premium puzzle |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society Latin American Meetings 2004 Number 61 |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: |
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