Sercu, Piet (contributor); Uppal, Raman (contributor); … - 1999 - [Elektronische Ressource]
International Portfolio Choice and Home Bias:
The Effects of Commodity Market Imperfections
by
Piet Sercu
*
Raman Uppal … markets nor minimum levels of subsistence consumption can
explain the observed bias in international portfolios towards … bias towards
domestic equities, and a simple calibration exercise shows that the degree of bias exhibited by the …