Add to ORKGInternational audienceThis paper implements a parsimonious and practical methodology to examine the diversification potential of international equity portfolios. The analysis shows that the Portfolio Diversification Index (Rudin, A.M., and Morgan, J.S., Journal of Portfolio Management [2006]) efficiently replicates a number of stylized facts associated to home bias and local investors' preference for geographically proximate destinations over a sample of 8 developed countries
The objective of this paper is to measure the degree of Home Bias within holdings portfolio and to i...
Home bias – the empirical phenomenon that investors assign anomalously high weights to their own dom...
Home bias – the empirical phenomenon that investors assign anomalously high weights to their own dom...
Using aggregate data on bilateral cross-border equity holdings, we investigate whether investors cor...
Using aggregate data on bilateral cross-border equity holdings, we investigate whether investors cor...
Using aggregate data on bilateral cross-border equity holdings, we investigate whether investors cor...
This paper examines whether the widely reported phenomena of home and foreign biases (i.e. suboptima...
International audienceDistinguishing two components of the preference for geographical proximity – t...
International audienceDistinguishing two components of the preference for geographical proximity – t...
The presence of home bias in equity portfolios has been a focus of the international finance literat...
Traditional financial diversification theory states that one should hold a portfolio with a well div...
Modern portfolio theory suggests that the best strategy to reduce portfolio risk is to diversify int...
This paper examines whether the widely reported phenomena of home and foreign biases (i.e. sub-optim...
We investigate home bias and the determinants of cross-border portfolio allocation on total, equity ...
This paper investigates which countries and/or regions are potential markets for global portfolio ma...
The objective of this paper is to measure the degree of Home Bias within holdings portfolio and to i...
Home bias – the empirical phenomenon that investors assign anomalously high weights to their own dom...
Home bias – the empirical phenomenon that investors assign anomalously high weights to their own dom...
Using aggregate data on bilateral cross-border equity holdings, we investigate whether investors cor...
Using aggregate data on bilateral cross-border equity holdings, we investigate whether investors cor...
Using aggregate data on bilateral cross-border equity holdings, we investigate whether investors cor...
This paper examines whether the widely reported phenomena of home and foreign biases (i.e. suboptima...
International audienceDistinguishing two components of the preference for geographical proximity – t...
International audienceDistinguishing two components of the preference for geographical proximity – t...
The presence of home bias in equity portfolios has been a focus of the international finance literat...
Traditional financial diversification theory states that one should hold a portfolio with a well div...
Modern portfolio theory suggests that the best strategy to reduce portfolio risk is to diversify int...
This paper examines whether the widely reported phenomena of home and foreign biases (i.e. sub-optim...
We investigate home bias and the determinants of cross-border portfolio allocation on total, equity ...
This paper investigates which countries and/or regions are potential markets for global portfolio ma...
The objective of this paper is to measure the degree of Home Bias within holdings portfolio and to i...
Home bias – the empirical phenomenon that investors assign anomalously high weights to their own dom...
Home bias – the empirical phenomenon that investors assign anomalously high weights to their own dom...