Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10011416685
Persistent link: https://www.econbiz.de/10011669226
Persistent link: https://www.econbiz.de/10011557153
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