Home bias and high turnover: Dynamic portfolio choice with incomplete markets

Journal of International Economics

Volumn 80, Issue 1, 2010, Pages 113-128

  Hnatkovska, Viktoria ^a  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Capital flows; Dynamic portfolio choice; Home bias; Incomplete markets; Mean variance efficiency

Indexed keywords

CAPITAL FLOW; FINANCIAL MARKET; GENERAL EQUILIBRIUM ANALYSIS; GLOBAL ECONOMY; INVESTMENT; METHODOLOGY; MODELING; VARIANCE ANALYSIS;

EID: 72149084640     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jinteco.2009.06.006     Document Type: Article

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