Interpreting Home-Bias Puzzle through Minimizing Portfolio Value Loss under Model Uncertainty
碩士 === 國立清華大學 === 計量財務金融學系 === 102 === This paper means to discuss home bias phenomenon through minimizing expected loss level perspective. As investors concern about model uncertainty, they are afraid of unexpected value depreciation of holding assets due to model uncertainty. In this way, we formu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/rh3k8u |