Narrow search
Showing 1 - 10 of 789,918
Cover Image
International asset allocation under regime switching, skew and kurtosis preferences
Guidolin, Massimo (contributor);  … - 2005
rational explanation of the strong home bias observed in US investors' asset allocation, based on regime switching, skew and …
Persistent link: https://www.econbiz.de/10002977388
Cover Image
International Diversification and Analysts' Forecast Accuracy and Bias
Duru, Augustine; Reeb, David M. - 2014
We investigate the association between corporate international diversification and the accuracy and bias of consensus …
Persistent link: https://www.econbiz.de/10014123011
Cover Image
Return predictability and intertemporal asset allocation : evidence from a bias-adjusted VAR model
Engsted, Tom; Pedersen, Thomas Q. - In: Journal of empirical finance 19 (2012) 2, pp. 241-253
Persistent link: https://www.econbiz.de/10009615710
Cover Image
Rationality and momentum in real estate investment forecasts
Papastamos, Dēmētrēs; Muzakēs, Phōtēs; Stevenson, … - 2014
Persistent link: https://www.econbiz.de/10010387939
Cover Image
Forecast Risk Bias in Optimized Portfolios, October 2009
Bender, Jennifer - 2009
known factor structure. There, the bias in optimization can be reduced dramatically by using a covariance matrix based on a … portfolios, the bias in factor-model forecasts is less than previously thought. Lastly, we discuss the role of constraints in … mitigating risk forecasting bias …
Persistent link: https://www.econbiz.de/10013154073
Cover Image
Investment styles and the multiple testing of cross-sectional stock return predictability
Vincent, Kendro; Hsu, Yu-Chin; Lin, Hsiou-Wei - In: Journal of financial markets 56 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013282501
Cover Image
Biases in international portfolio allocation and investor protection standards
Kwabi, Frank O.; Thapa, Chandra; Paudyal, Krishna; … - In: International review of financial analysis 53 (2017), pp. 66-79
Persistent link: https://www.econbiz.de/10011877847
Cover Image
A country specific point of view on international diversification
Kellner, Ralf; Rösch, Daniel - In: Journal of international money and finance 98 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012140073
Cover Image
International portfolio diversification and the home bias puzzle
Lee, Junyong; Lee, Kyounghun; Oh, Frederick Dongchuhl - In: Research in international business and finance 64 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014265820
Cover Image
On the economic determinants of optimal stock-bond portfolios : international evidence
Conrad, Christian; Stürmer, Karin - 2017 - This version: May 31, 2017
Using a modified DCC-MIDAS specification that allows the long-term correlation component to be a function of multiple explanatory variables, we show that the stock-bond correlation in the US, the UK, Germany, France, and Italy is mainly driven by inflation and interest rate expectations as well...
Persistent link: https://www.econbiz.de/10011745369