International Portfolio Diversification with Generalized Expected Utility Preferences
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- Joshua Aizenman, 1997. "International Portfolio Diversification with Generalized Expected Utility Preferences," NBER Working Papers 5965, National Bureau of Economic Research, Inc.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Glabadanidis, Paskalis, 2009. "Measuring the economic significance of mean-variance spanning," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 596-616, May.
- Amadi, Amir A. & Bergin, Paul R., 2008.
"Understanding international portfolio diversification and turnover rates,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 18(2), pages 191-206, April.
- Amir Amadi & Paul Bergin, 2006. "Understanding International Portfolio Diversification and Turnover Rates," NBER Working Papers 12473, National Bureau of Economic Research, Inc.
- Kimakova, Alena, 2008. "The political economy of exchange rate regime determination: Theory and evidence," Economic Systems, Elsevier, vol. 32(4), pages 354-371, December.
- Akito Matsumoto & Charles Engel, 2005.
"Portfolio Choice in a Monetary Open-Economy DSGE Model,"
IMF Working Papers
05/165, International Monetary Fund.
- Charles Engel & Akito Matsumoto, 2006. "Portfolio Choice in a Monetary Open-Economy DSGE Model," NBER Working Papers 12214, National Bureau of Economic Research, Inc.
More about this item
- F30 - International Economics - - International Finance - - - General
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
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