Intertemporal cross-border investment structures subjected to the equity holding constraint

This paper explores optimal international asset allocation policies subjected to the equity holding constraint within an intertemporal framework. To deal with the co-existent realities of agents'; heterogeneous preferences and international market friction, the perturbation method is employed to derive approximate analytic solutions.

MoreLess

Year of publication:	2005
Authors:	Ku, Yuan-Hung Hsu ; Wang, Jai Jen
Published in:	Applied Financial Economics Letters. - Taylor and Francis Journals, ISSN 1744-6546. - Vol. 1.2005, 5, p. 303-307
Publisher:	Taylor and Francis Journals

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005462742