Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
963445 | Journal of International Financial Markets, Institutions and Money | 2012 | 15 Pages |
Abstract
⺠This study discusses the asset allocations of simple international portfolios. ⺠We solve a close-form solution for the optimal holding rates. ⺠Explaining the relationships between holding rates and four demands. ⺠Answering the question of which of these demands is critical.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Jin-Ray Lu, Chih-Ming Chan, Mei-Hui Wen,