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The role of fundamental data and analysts' earnings breadth, forecasts, and revisions in the creation of efficient portfolios

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Is there a cost to being socially responsible in investing?

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Portfolio construction and management in the Barra Aegis System : a case study using the USER data

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Returns, risk, portfolio selection, and evaluation

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Is U.S. insider trading still relevant? : a quantitative portfolio approach

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The optimization of efficient portfolios : the case for an R&D quadratic term

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Asset management, human capital, and the market for risky assets

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Human capital, endogenous information acquisition, and home bias in financial markets

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"Considerable attention has been devoted in the financial literature to excessive portfolio concentrations in domestic risky assets relative to those predicted by standard finance models - generally identified as "home bias" - across international markets. The innovation we offer is ascribing...

Persistent link: https://www.econbiz.de/10003931215

Private information, human capital, and optimal "home bias" in financial markets

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