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Asset allocation and location
Mulvihill, Don - In: Modern investment management : an equilibrium approach, (pp. 565-578). 2003
Persistent link: https://www.econbiz.de/10002112802
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Location of investors and capital flight
Botman, Dennis P. J.; Diks, Cees G. H. - 2002
This paper utilizes a very simple model to study the timing and determinants of speculationagainst a fixed exchange rate regime when investors are heterogeneous because of locationaldifferences. Location matters because resident players may incur smaller costs when takinga short-position, are...
Persistent link: https://www.econbiz.de/10011326412
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A Spatial Portfolio Theory of Household Location Choice
Yiu, Edward Chung Yim - 2009
novel theory on the emergence of a new centre between two existing CBDs can then be formulated. It can be regarded as a … spatial portfolio theory as the theory predicts that household location choice would strike a balance between commuting cost … changes in Hong Kong supports the theory …
Persistent link: https://www.econbiz.de/10013155924
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Location Choice, Portfolio Choice
Branikas, Ioannis - 2019
Households hold undiversified stock portfolios of firms headquartered near their city of residence. Leading explanations assign a causal role for proximity. The literature neglects that distance is endogenous. Households may locate based on unobservables such as optimism about a city's economic...
Persistent link: https://www.econbiz.de/10012902651
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Location choice, portfolio choice
Branikas, Ioannis; Hong, Harrison G.; Xu, Jiangmin - In: Journal of financial economics 138 (2020) 1, pp. 74-94
Persistent link: https://www.econbiz.de/10012631925
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Location Choice, Portfolio Choice
Branikas, Ioannis - 2017
Households hold nondiversified stock portfolios of firms headquartered near their city of residence. Explanations assign a causal role for proximity, either in generating an informational advantage or a familiarity bias. Empirical analyses assume households locate randomly, even though they...
Persistent link: https://www.econbiz.de/10012455640
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Location Choice, Portfolio Choice
Branikas, Ioannis - 2017
Households hold nondiversified stock portfolios of firms headquartered near their city of residence. Explanations assign a causal role for proximity, either in generating an informational advantage or a familiarity bias. Empirical analyses assume households locate randomly, even though they...
Persistent link: https://www.econbiz.de/10012965434
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Optimale Risikoallokation in Zulieferer-Abnehmer-Systemen
Lorth, Michael - 2000 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001522059
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Network Versus Portfolio Structure in Financial Systems
Kobayashi, Teruyoshi - 2013
allocation of external assets that minimizes systemic risk varies with the topology of the financial network as long as asset …
Persistent link: https://www.econbiz.de/10013082656
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The Topology of Overlapping Portfolio Networks
Guo, Weilong - 2018
This paper analyzes the topology of the network of common asset holdings, where nodes represent managed portfolios and … links, where weak links are those that lead to significant liquidations. We explore the applications of this network … factors. The network of weak links has a scale free structure, similar to financial networks of balance sheet exposures …
Persistent link: https://www.econbiz.de/10012937205