Infrequent Random Portfolio Decisions in an Open Economy Model

DOI10.1093/RESTUD/RDAC054MaRDI QIDQ6108947zbMATH OpenOpenAlexWikidataFDO

Authors Philippe Bacchetta, Eric van Wincoop, Eric R. Young

Publication date 30 June 2023

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/restud/rdac054

zbMATH Keywords

excess return predictabilityfinancial shocksinfrequent portfolio decisionsinternational portfolio allocationportfolio frictions

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51) Portfolio theory (91G10)

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Cited in

(2)

• The Role of Portfolio Constraints in the International Propagation of Shocks
• Country portfolio dynamics

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