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200904s2016 xx o ||| 0 eng d |
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|a YDX
|b eng
|c YDX
|d EBLCP
|d OCLCO
|d JSTOR
|d OCLCO
|d OCLCF
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|d OCLCQ
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|a 1193113438
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|a 3896447165
|q (electronic bk.)
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|a 9783896447166
|q (electronic bk.)
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|a AU@
|b 000069445945
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|a (OCoLC)1192494348
|z (OCoLC)1193113438
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|a 22573/ctv1q4qgc2
|b JSTOR
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|a HG4538
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|a 339.47
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|a UAMI
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|a HELENA KLEINERT.
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|a International diversification puzzle
|h [electronic resource] :
|b home bias in countries investment portfolios.
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| 260 |
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|a [S.l.] :
|b DUNCKER & HUMBLOT,
|c [2016]
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| 300 |
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|a 1 online resource
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|a Studienreihe der Stiftung Kreditwirtschaft an der Universität Hohenheim ;
|v v.53
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|a Intro -- Preface -- Table of Contents -- List of Figures -- List of Tables -- Abbreviations -- Country Abbreviations -- Variables and Indices -- Introduction -- A. Home Bias in International Investment Portfolios -- A Literature Review -- 1. Introduction -- 2. International Diversification and Home Bias in Portfolio Allocation -- 2.1 Gains from International Diversification -- 2.2 Empirical Evidence of the Home Bias -- 2.3 Measuring Home Bias in international portfolio allocation -- 3. Calculation optimal portfolio weights -- 3.1 Classical Mean-Variance Portfolio Model
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|a 3.2 International Capital Asset Pricing Model -- 3.3 Bayesian Portfolio Weights -- 3.4 Gravity Model Approach -- 3.5 Discussion of the optimization frameworks -- 4. Potential Explanations for the Home Bias -- 4.1 Institutional Perspective -- 4.1.1 Overview -- 4.1.2 Transaction Costs -- 4.1.3 Hedging of domestic risk -- 4.1.4 Information asymmetry -- 4.1.5 Corporate Governance -- 4.2 Behavioral Perspective -- 4.2.1 Overview -- 4.2.2 Relative Optimism -- 4.2.3 Overconfidence and investor's competence -- 4.2.4 Herding -- 4.2.5 Familiarity -- 4.3 Discussion of the explanation attempts
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|a 5. Conclusion -- B. Cultural Influences on Domestic and Foreign Bias in International Asset Allocation -- 1. Introduction -- 2. Data and Placement in Literature -- 2.1 Data -- 2.2 Placement in Literature -- 3. Calculation of the dependent variables -- 4. Explanatory Variables and Regression Framework -- 4.1 Explanatory Variables -- 4.2 Regression Framework -- 5. Empirical Results -- 5.1 Results for the Domestic Bias -- 5.2 Results for the Foreign Bias -- 5.3 Robustness Test -- 5.3.1 Additional Country Controls -- 5.3.2 Income Analysis -- 5.3.3 Geographic Analysis -- 5.3.4 Financial Crisis
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|a 6. Conclusion -- C. Is increasing Financial Integration related to improved International Risk Sharing? -- 1. Introduction -- 2. Data -- 3. Theoretical Background and Placement and Literature -- 3.1 International Portfolio Holdings and the Equity Home Bias -- 3.2 International Risk Sharing -- 3.2.1 Theory -- 3.2.2 Measuring International Risk Sharing and empirical evidence -- 4. Patterns of Risk Sharing and International Asset Positions -- 4.1 Channels of Risk Sharing -- 4.2 The Increase in International Risk Sharing and the growth in Gross International Asset Positions
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|a 4.2.1 International financial integration proxied by the Equity Home Bias -- 4.2.2 International Financial Integration proxied by Foreign Equity Holdings to GDP -- 5. Conclusion -- Summary -- References
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| 590 |
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|a JSTOR
|b Books at JSTOR All Purchased
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| 590 |
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|a JSTOR
|b Books at JSTOR Demand Driven Acquisitions (DDA)
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|a Investments, Foreign.
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| 650 |
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|a Portfolio management.
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| 650 |
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|a Investissements étrangers.
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| 650 |
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|a Gestion de portefeuille.
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|a Investments, Foreign
|2 fast
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| 650 |
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|a Portfolio management
|2 fast
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| 776 |
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|i Print version:
|a Kleinert, Helena
|t The International Diversification Puzzle: Home Bias in Countries' Investment Portfolios
|d Berlin : Duncker & Humblot,c2020
|z 9783896737168
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| 830 |
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|a Studienreihe der Stiftung Kreditwirtschaft an der Universität Hohenheim.
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| 856 |
4 |
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|u https://jstor.uam.elogim.com/stable/10.2307/j.ctv1q698nr
|z Texto completo
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| 938 |
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|a YBP Library Services
|b YANK
|n 301487643
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| 938 |
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|a ProQuest Ebook Central
|b EBLB
|n EBL6331257
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| 994 |
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|a 92
|b IZTAP
|
