A dynamic equilibrium model of international portfolio holdings

Econometrica

Volumn 69, Issue 6, 2001, Pages 1467-1489

  Serrat, Angel ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

Home bias puzzle; Malliavin calculus; Pricing kernels

Indexed keywords

EID: 0011937407     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00254     Document Type: Article

References (20)

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