Why empirical international portfolio models fail : evidence that model misspecification creates home asset bias
Year of publication: |
1996
|
---|---|
Authors: | Glassman, Debra A. |
Other Persons: | Riddick, Leigh A. (contributor) |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 15.1996, 2, p. 275-312
|
Subject: | Portfolio-Management | Portfolio selection | Internationaler Finanzmarkt | International financial market | Theorie | Theory |
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