A Dynamic Equilibrium Model of International Portfolio Holdings (Q4531040): Difference between revisions

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Latest revision as of 02:02, 20 March 2024

scientific article; zbMATH DE number 1746855
Language Label Description Also known as
English
A Dynamic Equilibrium Model of International Portfolio Holdings
scientific article; zbMATH DE number 1746855

    Statements

    A Dynamic Equilibrium Model of International Portfolio Holdings (English)
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    28 May 2002
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    home-bias puzzle
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    pricing kernels
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    Malliavin calculus
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