Showing 1 - 10 of 13
Persistent link: https://www.econbiz.de/10014431145
Persistent link: https://www.econbiz.de/10011416685
Persistent link: https://www.econbiz.de/10010348821
Persistent link: https://www.econbiz.de/10009271469
Persistent link: https://www.econbiz.de/10011868660
Persistent link: https://www.econbiz.de/10011669226
Persistent link: https://www.econbiz.de/10011791755
Persistent link: https://www.econbiz.de/10011557153
The paper develops measures of home bias for 46 countries over the period 2001 to 2011 by employing various models: International Capital Asset Pricing Model (ICAPM), Mean-Variance, Minimum-Variance, Bayes-Stein, Bayesian and Multi-Prior. ICAPM country portfolio weights are computed relative to...
Persistent link: https://www.econbiz.de/10013007027
The paper employs International Capital Asset Pricing (ICAPM), Mean-variance, Global mini- mum variance, Bayes–Stein, Bayesian and Multi-prior models to develop foreign equity bias measures for 1414 Australian domiciled mutual funds, which invest in 41 countries worldwide. The Bayesian foreign...
Persistent link: https://www.econbiz.de/10013004984