Home Bias at Home: Local Equity Preference in Domestic Portfolios

By J. D. Villiers. 2000

200 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/99220f8f433f0d052e0f815d419863e2b77b2373

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Rosanne Vanpée
2. P. Sercu

Citations in the corpus

• Home Bias in International Equity Portfolios: A Review (2007, background): “E[ δU ′(Ct+1) U ′(Ct) (rf,t+1 − rd,t+1)] ≈ cov( ′(Ct+1) U ′(Ct) , rf,t+1)− cov( ′(Ct+1) U ′(Ct) , rd,t+1), (23) if E[rf,t+1] ≈ E[rd,t+1].”