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~isPartOf:"ADBI Working Paper"
~isPartOf:"NBER working paper series"
~person:"Aizenman, Joshua"
~subject:"Portfolio selection"
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Aizenman, Joshua
Mitchell, Olivia S.
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Campbell, John Y.
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Lo, Andrew W.
11
Poterba, James M.
10
Ang, Andrew
9
Goetzmann, William N.
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Viceira, Luis M.
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Daniel, Kent
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Ferson, Wayne E.
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Giglio, Stefano
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Harvey, Campbell R.
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Roley, V. Vance
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1
Asset Class Diversification and Delegation of Responsibilities between Central Banks and Sovereign Wealth Funds
Aizenman, Joshua
-
2010
and the total amount of public foreign assets available for
management
…
Persistent link: https://www.econbiz.de/10012462264
Saved in:
2
Sovereign Wealth Funds : Stylized Facts about their Determinants and Governance
Aizenman, Joshua
-
2008
a country's transparency may affect the size of the foreign asset base entrusted to a wealth fund's
management
, and show … that, for relatively low levels of public foreign assets, assigning portfolio
management
independence to the central bank …
Persistent link: https://www.econbiz.de/10012464086
Saved in:
3
International Portfolio Diversification with Generalized Expected Utility Preferences
Aizenman, Joshua
-
1997
This paper revisits the Home Bias Puzzle -- the relatively low interna- tional diversification of portfolios. We suggest that part of the diversifi- cation puzzle may be due to reliance on the conventional CAPM model as the benchmark predicting patterns of diversification. We compare the asset...
Persistent link: https://www.econbiz.de/10012472856
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