International portfolio choice in an overlapping generations model with transaction costs

DOI10.1016/S0165-1765(03)00089-2zbMath1254.91706OpenAlexW2084279144MaRDI QIDQ1927346

Benoît Carmichael, Alain Coën

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(03)00089-2

zbMATH Keywords

transaction costsoverlapping generations modelhome bias

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

International portfolio selection model with exchange rate risk

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