International Portfolio Choice, Liquidity Constraints and the Home Equity Bias Puzzle

SSRN Electronic Journal ◽

10.2139/ssrn.253917 ◽

2000 ◽

Cited By ~ 1

Author(s):

Alexander Michaelides

Keyword(s):

Portfolio Choice ◽

Liquidity Constraints ◽

Home Equity ◽

Home Equity Bias ◽

International Portfolio ◽

International Portfolio Choice

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International portfolio choice, liquidity constraints and the home equity bias puzzle

Journal of Economic Dynamics and Control ◽

10.1016/s0165-1889(03)00035-6 ◽

2003 ◽

Vol 28 (3) ◽

pp. 555-594 ◽

Cited By ~ 16

Author(s):

Alexander Michaelides

Keyword(s):

Portfolio Choice ◽

Liquidity Constraints ◽

Home Equity ◽

Home Equity Bias ◽

International Portfolio ◽

International Portfolio Choice

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International Portfolio Choice Under Multi-Factor Stochastic Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.2709483 ◽

2015 ◽

Cited By ~ 1

Author(s):

Marcos Escobar ◽

Sebastian Ferrando ◽

Alexey Rubtsov

Keyword(s):

Stochastic Volatility ◽

Portfolio Choice ◽

International Portfolio ◽

International Portfolio Choice

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International Portfolio Choice: A Spanning Approach

SSRN Electronic Journal ◽

10.2139/ssrn.374160 ◽

2003 ◽

Cited By ~ 2

Author(s):

Ben Tims ◽

Ronald J. Mahieu

Keyword(s):

Portfolio Choice ◽

International Portfolio ◽

International Portfolio Choice

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International Portfolio Choice

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models ◽

10.1057/9780230295223_4 ◽

2011 ◽

pp. 51-73

Author(s):

Ben Tims ◽

Ronald Mahieu

Keyword(s):

Portfolio Choice ◽

International Portfolio ◽

International Portfolio Choice

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Correlation risk and international portfolio choice

Journal of Futures Markets ◽

10.1002/fut.21941 ◽

2018 ◽

Vol 39 (1) ◽

pp. 128-146 ◽

Cited By ~ 2

Author(s):

Nicole Branger ◽

Matthias Muck ◽

Stefan Weisheit

Keyword(s):

Portfolio Choice ◽

International Portfolio ◽

Correlation Risk ◽

International Portfolio Choice

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International portfolio choice, exchange rate and systemic risks

EconoQuantum ◽

10.18381/eq.v6i1.101 ◽

2010 ◽

Vol 6 (1) ◽

pp. 81-89

Author(s):

J. Miguel Torres ◽

Keyword(s):

Exchange Rate ◽

Portfolio Choice ◽

Systemic Risks ◽

International Portfolio ◽

International Portfolio Choice

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RELATIVE FACTOR ENDOWMENTS AND INTERNATIONAL PORTFOLIO CHOICE

Journal of the European Economic Association ◽

10.1111/j.1542-4774.2012.01104.x ◽

2013 ◽

Vol 11 (1) ◽

pp. 166-200 ◽

Cited By ~ 1

Author(s):

Alejandro Cuñat ◽

Christian Fons-Rosen

Keyword(s):

Portfolio Choice ◽

Factor Endowments ◽

International Portfolio ◽

International Portfolio Choice ◽

Relative Factor

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Dividend Taxes and International Portfolio Choice

SSRN Electronic Journal ◽

10.2139/ssrn.1000680 ◽

2009 ◽

Author(s):

Mihir A. Desai ◽

Dhammika Dharmapala

Keyword(s):

Portfolio Choice ◽

International Portfolio ◽

International Portfolio Choice ◽

Dividend Taxes

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International Portfolio Choice with Frictions: Evidence from Mutual Funds

SSRN Electronic Journal ◽

10.2139/ssrn.3630104 ◽

2020 ◽

Author(s):

Philippe Bacchetta ◽

Simon Tièche ◽

Eric van Wincoop

Keyword(s):

Mutual Funds ◽

Portfolio Choice ◽

International Portfolio ◽

International Portfolio Choice

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Asymmetric Risk and International Portfolio Choice

SSRN Electronic Journal ◽

10.2139/ssrn.904533 ◽

2005 ◽

Author(s):

Susan Thorp ◽

George Milunovich

Keyword(s):

Portfolio Choice ◽

International Portfolio ◽

International Portfolio Choice

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