A Global Equilibrium Asset Pricing Model with Home Preference
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DOI: 10.1287/mnsc.1110.1361
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Citations
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- Qin, Jie, 2020. "Regret-based capital asset pricing model," Journal of Banking & Finance, Elsevier, vol. 114(C).
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"Foreign bias in Australian-domiciled mutual fund holdings,"
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Keywords
international asset pricing; home bias; familiarity; regret;Statistics
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