Infrequent Random Portfolio Decisions in an Open Economy Model

DOI10.1093/RESTUD/RDAC054zbMath1519.91228OpenAlexW4289835016WikidataQ114631427 ScholiaQ114631427MaRDI QIDQ6108947

Philippe Bacchetta, Eric van Wincoop, Eric R. Young

Publication date: 30 June 2023

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

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

zbMATH Keywords

financial shocksexcess return predictabilityinfrequent portfolio decisionsinternational portfolio allocationportfolio frictions

Mathematics Subject Classification ID

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

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