International Portfolio Diversification with Knightian Uncertainty
碩士 === 國立政治大學 === 國際貿易學系 === 86 === This paper studies the "home bias" puzzle. With homw bias, domestic investors hold a substantially larger proportion of thier wealth portfolios in domestic assets than standard portfolio theory. In the absence...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/90768999612256346662 |