Foreign bias in Australia's international equity holdings

The paper uses various approaches: capital asset pricing, mean-variance, global minimum-variance, Bayes-Stein, Bayesian and multi-prior to develop foreign equity bias measures for Australia’s international equity holdings in 41 countries, over the period 2001 to 2012. Bayesian models allow for vario...

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Bibliographic details
Volume: 33
Main Author: Mishra, Anil V
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: Elsevier Inc 01.04.2017
Elsevier Advanced Technology Publications
published in: Review of financial economics Vol. 33; no. 1; pp. 41 - 54
Data of publication: April 2017
ISSN: 1058-3300
EISSN: 1873-5924
Discipline: Business
Online Access: available in Bonn?
Database: CrossRef
Gale General OneFile (A&I only)
Academic OneFile (A&I only)
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