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Title: International Portfolio Holdings of Institutional Investors
Authors: Guo, Zion
Contributors: 商業教育學系
Keywords: Dynamic asset allocation;International asset allocation;Institutional investor
Date: 2009-03
Issue Date: 2013-07-11T08:43:35Z
Publisher: 亞洲大學
Abstract: We consider an exchange economy with two countries and derive a closed-form solution to international portfolio holdings of institutional investors. This argument has rarely been documented in the literature. We find that the international portfolio holdings of institutional investors contain two components. Moreover, both of the benchmark hedge components and the size hedge components are influenced by the volatility of flow.
Relation: Asia Journal of Management and Humanity Sciences, 4(1): 16-27
Appears in Collections:[be] Periodical Articles

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