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 |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.9243072
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0.88668257
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0.8761436
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0.86799884
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0.86777115
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0.8624979
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0.86073077
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0.8606278
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0.85706544
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