skip to content
International portfolio choice and asset pricing : an integrative survey Preview this item
ClosePreview this item
Checking...

International portfolio choice and asset pricing : an integrative survey

Author: René M Stulz; National Bureau of Economic Research.
Publisher: Cambridge, MA : National Bureau of Economic Research, [1994]
Series: Working paper series (National Bureau of Economic Research), working paper no. 4645.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Abstract: In general, theories of portfolio choice and asset pricing let investors differ at most with respect to their preferences, their wealth and, possibly, their information sets. If there are multiple countries, however, the investment and consumption opportunity sets of investors depend on their country of residence. International portfolio choice and asset pricing theories attempt to understand how the  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Additional Physical Format: Print version:
Stulz, René M.
International portfolio choice and asset pricing.
Cambridge, Mass. : National Bureau of Economic Research, [1994]
(OCoLC)30047426
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: René M Stulz; National Bureau of Economic Research.
OCLC Number: 70045689
Notes: "February 1994."
Reproduction Notes: Electronic reproduction. [S.l.] : HathiTrust Digital Library, 2010. MiAaHDL
Description: 1 online resource (44 pages).
Details: Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Series Title: Working paper series (National Bureau of Economic Research), working paper no. 4645.
Responsibility: René M. Stulz.

Abstract:

Abstract: In general, theories of portfolio choice and asset pricing let investors differ at most with respect to their preferences, their wealth and, possibly, their information sets. If there are multiple countries, however, the investment and consumption opportunity sets of investors depend on their country of residence. International portfolio choice and asset pricing theories attempt to understand how the existence of country-specific investment and consumption opportunity sets affect the portfolios held by investors and the expected returns of assets. In this paper, we review these theories within a common framework, discuss how they fare in empirical tests, and assess their relevance for the field of international finance.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/70045689> # International portfolio choice and asset pricing : an integrative survey
    a schema:MediaObject, schema:Book, schema:CreativeWork ;
   library:oclcnum "70045689" ;
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/mau> ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/6898230#Place/cambridge_ma> ; # Cambridge, MA
   schema:about <http://id.worldcat.org/fast/846288> ; # Capital assets pricing model
   schema:about <http://id.loc.gov/authorities/subjects/sh94002146> ; # Consumption (Economics)--Mathematical models
   schema:about <http://id.worldcat.org/fast/978393> ; # Investments, Foreign--Mathematical models
   schema:about <http://id.worldcat.org/fast/876463> ; # Consumption (Economics)--Mathematical models
   schema:about <http://id.loc.gov/authorities/subjects/sh2009127525> ; # Investments, Foreign--Mathematical models
   schema:bookFormat schema:EBook ;
   schema:contributor <http://viaf.org/viaf/135446122> ; # National Bureau of Economic Research.
   schema:creator <http://viaf.org/viaf/47817524> ; # René M. Stulz
   schema:datePublished "1994" ;
   schema:description "Abstract: In general, theories of portfolio choice and asset pricing let investors differ at most with respect to their preferences, their wealth and, possibly, their information sets. If there are multiple countries, however, the investment and consumption opportunity sets of investors depend on their country of residence. International portfolio choice and asset pricing theories attempt to understand how the existence of country-specific investment and consumption opportunity sets affect the portfolios held by investors and the expected returns of assets. In this paper, we review these theories within a common framework, discuss how they fare in empirical tests, and assess their relevance for the field of international finance."@en ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/6898230> ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/6898230#Series/nber_working_paper_series> ; # NBER working paper series ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/6898230#Series/working_paper_series_national_bureau_of_economic_research> ; # Working paper series (National Bureau of Economic Research) ;
   schema:isSimilarTo <http://www.worldcat.org/oclc/30047426> ;
   schema:name "International portfolio choice and asset pricing : an integrative survey"@en ;
   schema:productID "70045689" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/70045689#PublicationEvent/cambridge_ma_national_bureau_of_economic_research_1994> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/6898230#Agent/national_bureau_of_economic_research> ; # National Bureau of Economic Research
   schema:url <http://papers.nber.org/> ;
   schema:url <http://catalog.hathitrust.org/api/volumes/oclc/30047426.html> ;
   schema:url <http://papers.nber.org/papers/w4645> ;
   schema:url <http://papers.nber.org/papers/w4645.pdf> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/70045689> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/6898230#Agent/national_bureau_of_economic_research> # National Bureau of Economic Research
    a bgn:Agent ;
   schema:name "National Bureau of Economic Research" ;
    .

<http://experiment.worldcat.org/entity/work/data/6898230#Series/nber_working_paper_series> # NBER working paper series ;
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/70045689> ; # International portfolio choice and asset pricing : an integrative survey
   schema:name "NBER working paper series ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/6898230#Series/working_paper_series_national_bureau_of_economic_research> # Working paper series (National Bureau of Economic Research) ;
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/70045689> ; # International portfolio choice and asset pricing : an integrative survey
   schema:name "Working paper series (National Bureau of Economic Research) ;" ;
    .

<http://id.loc.gov/authorities/subjects/sh2009127525> # Investments, Foreign--Mathematical models
    a schema:Intangible ;
   schema:name "Investments, Foreign--Mathematical models"@en ;
    .

<http://id.loc.gov/authorities/subjects/sh94002146> # Consumption (Economics)--Mathematical models
    a schema:Intangible ;
   schema:name "Consumption (Economics)--Mathematical models"@en ;
    .

<http://id.worldcat.org/fast/846288> # Capital assets pricing model
    a schema:Intangible ;
   schema:name "Capital assets pricing model"@en ;
    .

<http://id.worldcat.org/fast/876463> # Consumption (Economics)--Mathematical models
    a schema:Intangible ;
   schema:name "Consumption (Economics)--Mathematical models"@en ;
    .

<http://id.worldcat.org/fast/978393> # Investments, Foreign--Mathematical models
    a schema:Intangible ;
   schema:name "Investments, Foreign--Mathematical models"@en ;
    .

<http://viaf.org/viaf/135446122> # National Bureau of Economic Research.
    a schema:Organization ;
   schema:name "National Bureau of Economic Research." ;
    .

<http://viaf.org/viaf/47817524> # René M. Stulz
    a schema:Person ;
   schema:familyName "Stulz" ;
   schema:givenName "René M." ;
   schema:name "René M. Stulz" ;
    .

<http://www.worldcat.org/oclc/30047426>
    a schema:CreativeWork ;
   rdfs:label "International portfolio choice and asset pricing." ;
   schema:description "Print version:" ;
   schema:isSimilarTo <http://www.worldcat.org/oclc/70045689> ; # International portfolio choice and asset pricing : an integrative survey
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.