Infrequent random portfolio decisions in an open economy model
Year of publication: |
2023
|
---|---|
Authors: | Bacchetta, Philippe ; Van Wincoop, Eric ; Young, Eric R. |
Published in: |
The review of economic studies : RES. - Oxford : Oxford Univ. Pr., ISSN 1467-937X, ZDB-ID 2009656-2. - Vol. 90.2023, 3, p. 1125-1154
|
Subject: | Portfolio frictions | Infrequent portfolio decisions | International portfolio allocation | Excess return predictability | Financial shocks | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | Offene Volkswirtschaft | Open economy | Portfolio-Investition | Foreign portfolio investment | Prognoseverfahren | Forecasting model | Schock | Shock | Anlageverhalten | Behavioural finance | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Internationaler Finanzmarkt | International financial market |
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