A Dynamic Equilibrium Model of International Portfolio Holdings (Q4531040)

From MaRDI portal
Revision as of 09:47, 7 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
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)
    0 references
    0 references
    0 references
    28 May 2002
    0 references
    home-bias puzzle
    0 references
    pricing kernels
    0 references
    Malliavin calculus
    0 references

    Identifiers