Incomplete observation, filtering, and the home bias puzzle (Q1277723): Difference between revisions
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| Property / cites work: On the Separation Theorem of Stochastic Control / rank | |||
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Latest revision as of 12:04, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Incomplete observation, filtering, and the home bias puzzle |
scientific article |
Statements
Incomplete observation, filtering, and the home bias puzzle (English)
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2 March 1999
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international portfolio diversification
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home bias puzzle
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international risk-sharing
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optimal portfolio choice
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stochastic filtering
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