Kim, Heeho; Cho, Seong-Hoon; Kim, Yongku - In: Journal of International Money and Finance 51 (2015) C, pp. 114-136
home bias is used to explore the role of market risks associated with the common characteristics of cross-border portfolio … of the return and risk differentials of trading countries on home bias depend on the correlation of each of the common … characteristics with return and risk. …