The International Diversification Puzzle: Home Bias in Countries' Investment Portfolios:
This work analyzes determinants of portfolio decisions in the context of cross-country diversification, which cause significant overweighting of the respective domestic market. By amending traditional determinants with cross-cultural variables, this work enhances current insights on the home bias ph...
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1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Berlin
Verlag Wissenschaft & Praxis
2020, c2016
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Ausgabe: | 1st ed |
Schriftenreihe: | Studienreihe der Stiftung Kreditwirtschaft an der Universität Hohenheim
|
Schlagworte: | |
Online-Zugang: | URL des Erstveröffentlichers |
Zusammenfassung: | This work analyzes determinants of portfolio decisions in the context of cross-country diversification, which cause significant overweighting of the respective domestic market. By amending traditional determinants with cross-cultural variables, this work enhances current insights on the home bias phenomena. -- In addition, the study sheds light on the capital market anomaly in the context of consumption risk and documents that the increasing importance of foreign positions in international investment portfolios improves international consumption risk sharing among economies |
Beschreibung: | Duncker & Humblot GmbH |
Beschreibung: | 1 Online-Ressource (137 Seiten) 5 b&w ills., 19 b&w tables |
ISBN: | 9783896447166 |
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650 | 4 | |a Bayesian Portfolio | |
650 | 4 | |a Classical Mean-Variance Portfolio Model | |
650 | 4 | |a Domestic Bias | |
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650 | 4 | |a Home Bias | |
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650 | 4 | |a Risk Sharing | |
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author | Kleinert, Helena |
author_facet | Kleinert, Helena |
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illustrated | Not Illustrated |
index_date | 2024-07-03T19:44:53Z |
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institution | BVB |
isbn | 9783896447166 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033575146 |
open_access_boolean | |
physical | 1 Online-Ressource (137 Seiten) 5 b&w ills., 19 b&w tables |
psigel | ZDB-54-DHP |
publishDate | 2020 |
publishDateSearch | 2020 |
publishDateSort | 2020 |
publisher | Verlag Wissenschaft & Praxis |
record_format | marc |
series2 | Studienreihe der Stiftung Kreditwirtschaft an der Universität Hohenheim |
spelling | Kleinert, Helena Verfasser aut The International Diversification Puzzle: Home Bias in Countries' Investment Portfolios Helena Kleinert 1st ed Berlin Verlag Wissenschaft & Praxis 2020, c2016 1 Online-Ressource (137 Seiten) 5 b&w ills., 19 b&w tables txt rdacontent c rdamedia cr rdacarrier Studienreihe der Stiftung Kreditwirtschaft an der Universität Hohenheim Duncker & Humblot GmbH This work analyzes determinants of portfolio decisions in the context of cross-country diversification, which cause significant overweighting of the respective domestic market. By amending traditional determinants with cross-cultural variables, this work enhances current insights on the home bias phenomena. -- In addition, the study sheds light on the capital market anomaly in the context of consumption risk and documents that the increasing importance of foreign positions in international investment portfolios improves international consumption risk sharing among economies Bayesian Portfolio Classical Mean-Variance Portfolio Model Domestic Bias Foreign Bias Gravity Model Home Bias International Capital Asset Pricing Model International Investment Portfolio Risk Sharing https://elibrary.duncker-humblot.com/9783896447166 Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Kleinert, Helena The International Diversification Puzzle: Home Bias in Countries' Investment Portfolios Bayesian Portfolio Classical Mean-Variance Portfolio Model Domestic Bias Foreign Bias Gravity Model Home Bias International Capital Asset Pricing Model International Investment Portfolio Risk Sharing |
title | The International Diversification Puzzle: Home Bias in Countries' Investment Portfolios |
title_auth | The International Diversification Puzzle: Home Bias in Countries' Investment Portfolios |
title_exact_search | The International Diversification Puzzle: Home Bias in Countries' Investment Portfolios |
title_exact_search_txtP | The International Diversification Puzzle: Home Bias in Countries' Investment Portfolios |
title_full | The International Diversification Puzzle: Home Bias in Countries' Investment Portfolios Helena Kleinert |
title_fullStr | The International Diversification Puzzle: Home Bias in Countries' Investment Portfolios Helena Kleinert |
title_full_unstemmed | The International Diversification Puzzle: Home Bias in Countries' Investment Portfolios Helena Kleinert |
title_short | The International Diversification Puzzle: Home Bias in Countries' Investment Portfolios |
title_sort | the international diversification puzzle home bias in countries investment portfolios |
topic | Bayesian Portfolio Classical Mean-Variance Portfolio Model Domestic Bias Foreign Bias Gravity Model Home Bias International Capital Asset Pricing Model International Investment Portfolio Risk Sharing |
topic_facet | Bayesian Portfolio Classical Mean-Variance Portfolio Model Domestic Bias Foreign Bias Gravity Model Home Bias International Capital Asset Pricing Model International Investment Portfolio Risk Sharing |
url | https://elibrary.duncker-humblot.com/9783896447166 |
work_keys_str_mv | AT kleinerthelena theinternationaldiversificationpuzzlehomebiasincountriesinvestmentportfolios |