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Information Acquisition and Portfolio Bias in a Dynamic World

Valchev, Rosen - 2017

While international portfolios are still heavily biased towards home assets, the home bias has exhibited a clear … understand the evolution of the home bias, this paper develops a dynamic model of information acquisition and portfolio choice … overall level of the home bias, its decline over time and the fact that the rise in foreign investment has been coordinated on …

Persistent link: https://www.econbiz.de/10012969157

A New Look at Oligopoly : Implicit Collusion Through Portfolio Diversification

Azar, Jose - 2012

In this paper, I develop a model of oligopoly with shareholder voting. Instead of assuming that firms maximize profits, the objective of the firms is decided by majority voting. This implies that portfolio diversification generates tacit collusion. In the limit, when all shareholders are...

Persistent link: https://www.econbiz.de/10013111678

International asset allocation under regime switching, skew and kurtosis preferences

Guidolin, Massimo; Timmermann, Allan - In: The review of financial studies 21 (2008) 2, pp. 889-935

Persistent link: https://www.econbiz.de/10003716663

Are household portfolios efficient? : an analysis conditional on housing

Pelizzon, Loriana; Weber, Guglielmo - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 401-432

Persistent link: https://www.econbiz.de/10003729132

Biases in decomposing holding-period portfolio returns

Liu, Weimin; Strong, Norman - In: The review of financial studies 21 (2008) 5, pp. 2243-2274

Persistent link: https://www.econbiz.de/10003765176

Essays in international economics and finance

Reidel, Demian Axel - 2006

Persistent link: https://www.econbiz.de/10003965691

Asymmetric information, portfolio managers, and home bias

Dziuda, Wioletta; Mondria, Jordi - In: The review of financial studies 25 (2012) 7, pp. 2109-2154

Persistent link: https://www.econbiz.de/10009571724

Do portfolio disortions reflect superior information of psychological biases?

Korniotis, George M.; Kumar, Alok - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 1, pp. 1-45

Persistent link: https://www.econbiz.de/10009772414

The home bias puzzle in equity portfolios

Sercu, Piet; Vanpee, Rosanne - In: International finance : a survey, (pp. 310-330). 2013

Persistent link: https://www.econbiz.de/10009708960

Biased effects of taxes and subsidies on portfolio choices

Ackermann, Hagen; Fochmann, Martin; Mihm, Benedikt - In: Economics letters 120 (2013) 1, pp. 23-26

Persistent link: https://www.econbiz.de/10009760501

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