Home bias and expected returns : a structural approach
Martin Wallmeier, Christoph Iseli
| Year of publication: |
2022
|
|---|---|
| Authors: | Wallmeier, Martin ; Iseli, Christoph |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 124.2022, p. 1-18
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| Subject: | Asset pricing | Core-satellite approach | Equilibrium model | Home bias | Home preferences | Implied expected return | International diversification | Portfoliodiversifikation | Portfolio diversification | Portfolio-Management | Portfolio selection | CAPM | Kapitaleinkommen | Capital income | Portfolio-Investition | Foreign portfolio investment | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2022.102634 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013435238