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The current account as a dynamic portfolio choice problem

Didier, Tatiana - 2009

"The current account can be understood as the outcome of investment decisions made by domestic and foreign investors. These decisions can be decomposed into a portfolio rebalancing and a portfolio growth component. This paper provides empirical evidence of the importance of portfolio rebalancing...

Persistent link: https://www.econbiz.de/10011394155

Country portfolios

Ventura, Jaume (contributor) - 2004

Persistent link: https://www.econbiz.de/10010523014

An alternative unifying measure of welfare gains from risk-sharing

Auffret, Philippe - 2001

Persistent link: https://www.econbiz.de/10010523960

Home bias and high turnover in an overlapping generations model with learning

Guidolin, Massimo (contributor) - 2005

concerning foreign fundamentals. On a learning path, differences in beliefs and estimation risk generate portfolio biases similar …

Persistent link: https://www.econbiz.de/10002917587

International asset allocation under regime switching, skew and kurtosis preferences

Guidolin, Massimo (contributor); … - 2005

"This paper proposes a new tractable approach to solving asset allocation problems in situations with a large number of risky assets which pose problems for standard numerical approaches. Investor preferences are assumed to be defined over moments of the wealth distribution such as its skewness...