A dynamic equilibrium model of imperfectly integrated financial markets
Year of publication: |
2014
|
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Authors: | Bhamra, Harjoat Singh ; Coeurdacier, Nicolas ; Guibaud, Stéphane |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 154.2014, p. 490-542
|
Subject: | Two trees | Asset pricing with heterogeneous investors | Home bias in portfolios | International stock return correlations | Financial integration | CAPM | Internationaler Finanzmarkt | International financial market | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Portfoliodiversifikation | Portfolio diversification | Portfolio-Investition | Foreign portfolio investment | Theorie | Theory | Marktintegration | Market integration |
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