Optimal close-to-home biases in asset allocation

Journal of Business Research

Volumn 64, Issue 3, 2011, Pages 328-337

  Varas, Felipe ^a   Walker, Eduardo ^b  

^a PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

^b NONE   (Chile)

Author keywords

Asset allocation; Chile; Currency risk; Emerging markets; Hedging; Home bias; Interest rate risk; Liabilities; Resampling; Small open economies

Indexed keywords

EID: 78751582359     PISSN: 01482963     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbusres.2009.11.021     Document Type: Article

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