Articles with "foreign bias" as a keyword



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Foreign bias in Australia's international equity holdings

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Published in 2017 at "Review of Financial Economics"

DOI: 10.1016/j.rfe.2016.09.002

Abstract: 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.… read more here.

Keywords: equity; international equity; australia international; foreign bias ... See more keywords