Security Home Bias and Skewness Preference: The Case of Taiwan
碩士 === 銘傳大學 === 經濟學系碩士班 === 97 === Higher-order preferences are introduced into international portfolio selection model toward resolving the home bias puzzle in this study. Under the mean-variance paradigm, investors engage in cross-border investments to diversify their risk globally. Yet higher-ord...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/p84cvu |