International Portfolio Diversification with Generalized Expected Utility Preferences
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- Joshua Aizenman, 1999. "International Portfolio Diversification with Generalized Expected Utility Preferences," Canadian Journal of Economics, Canadian Economics Association, vol. 32(4), pages 995-1008, August.
References listed on IDEAS
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- Amadi, Amir A. & Bergin, Paul R., 2008. "Understanding international portfolio diversification and turnover rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(2), pages 191-206, April.
- Amir Amadi & Paul Bergin, 2006. "Understanding International Portfolio Diversification and Turnover Rates," NBER Working Papers 12473, National Bureau of Economic Research, Inc.
- Martin Melecky, 2001. "Stabilita dlouhodobe poptavky po siroce definovanych penezich v otevrene ekonomice: pripad CR 1994-2000," Archive of Monetary Policy Division Working Papers 2001/38, Czech National Bank.
- Jones Odei Mensah & Gamini Premaratne, 2019. "Exploring Diversification Benefits In Asian Equity Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(03), pages 517-542, June.
- Kimakova, Alena, 2008. "The political economy of exchange rate regime determination: Theory and evidence," Economic Systems, Elsevier, vol. 32(4), pages 354-371, December.
- Mr. Akito Matsumoto & Mr. Charles Engel, 2005.
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2005/165, International Monetary Fund.
- Charles Engel & Akito Matsumoto, 2006. "Portfolio Choice in a Monetary Open-Economy DSGE Model," NBER Working Papers 12214, National Bureau of Economic Research, Inc.
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JEL classification:
- F30 - International Economics - - International Finance - - - General
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
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