Should Americans invest internationally? Mean-variance portfolios optimization and stochastic dominance approaches (Q2877541)
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scientific article; zbMATH DE number 6333881
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| English | Should Americans invest internationally? Mean-variance portfolios optimization and stochastic dominance approaches |
scientific article; zbMATH DE number 6333881 |
Statements
22 August 2014
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home bias
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international diversification
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mean-variance portfolio optimization
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stochastic dominance
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Monte Carlo and bootstrap \(p\)-values
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Should Americans invest internationally? Mean-variance portfolios optimization and stochastic dominance approaches (English)
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0.7002698183059692
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0.6887140870094299
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0.6867766380310059
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0.6793070435523987
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