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題名: International Portfolio Holdings of Institutional Investors
作者: Guo, Zion
貢獻者: 商業教育學系
關鍵詞: Dynamic asset allocation;International asset allocation;Institutional investor
日期: 2009-03
上傳時間: 2013-07-11T08:43:35Z
出版者: 亞洲大學
摘要: 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.
關聯: Asia Journal of Management and Humanity Sciences, 4(1): 16-27
顯示於類別:[商業教育學系] 期刊論文


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