British Investment Overseas 1870β1913: A Modern Portfolio Theory Approach*
From MaRDI portal
Publication:5491069
DOI10.1007/S10679-006-8278-2zbMATH Open1125.91301OpenAlexW3122709174MaRDI QIDQ5491069FDOQ5491069
Andrey D. Ukhov, William N. Goetzmann
Publication date: 28 September 2006
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10679-006-8278-2
Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) History of game theory, economics, and finance (91-03)
Recommendations
- Title not available (Why is that?) π π
- A Dynamic Equilibrium Model of International Portfolio Holdings π π
- International portfolio choice in an overlapping generations model with transaction costs π π
- International portfolio choice, liquidity constraints and the home equity bias puzzle π π
- Expected return -- expected loss approach to optimal portfolio investment π π
This page was built for publication: British Investment Overseas 1870β1913: A Modern Portfolio Theory Approach*
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5491069)