Foreign bias in Australian-domiciled mutual fund holdings

The paper employs International Capital Asset Pricing (ICAPM), Mean-variance, Global minimum variance, Bayes–Stein, Bayesian and Multi-prior models to develop foreign equity bias measures for 1414 Australian domiciled mutual funds, which invest in 41 countries worldwide. The Bayesian foreign equity...

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Bibliographic details
Volume: 39
Main Author: Mishra, Anil V
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: AMSTERDAM Elsevier B.V 01.09.2016
published in: Pacific-Basin finance journal Vol. 39; pp. 101 - 123
ORCID: 0000-0002-4674-7500
Data of publication: September 2016
ISSN: 0927-538X
EISSN: 1879-0585
Discipline: Business
Online Access: available in Bonn?
Database: Web of Knowledge
Social Sciences Citation Index
Web of Science
Web of Science - Social Sciences Citation Index - 2016
Academic OneFile (A&I only)
Database information Databases - DBIS