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Publikováno v:
SSRN Electronic Journal.
Using data on international equity portfolio allocations of US mutual funds, we estimate a simple portfolio expression derived from a standard Markowitz mean-variance portfolio model extended with portfolio frictions. The optimal portfolio depends on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3b3f6c4b9d7eb7cbe44840af1e4b6598
https://doi.org/10.2139/ssrn.3630104
https://doi.org/10.2139/ssrn.3630104
