Incomplete observation, filtering, and the home bias puzzle (Q1277723): Difference between revisions

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Revision as of 17:51, 28 May 2024

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Incomplete observation, filtering, and the home bias puzzle
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    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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