A Dynamic Equilibrium Model of International Portfolio Holdings (Q4531040)
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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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