Revisiting the home bias puzzle: Downside equity risk

Journal of International Money and Finance

Volumn 26, Issue 7, 2007, Pages 1239-1260

  Campbell, Rachel A ^a   Kräussl, Roman ^b  

^a MAASTRICHT UNIVERSITY   (Netherlands)

^b VU University   (Netherlands)

Author keywords

Asset pricing; Downside risk; Home bias; Prospect theory

Indexed keywords

EID: 34548336584     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2007.06.013     Document Type: Article

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