Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns

Author:

Bacchetta Philippe,van Wincoop Eric

Publisher

Elsevier BV

Reference56 articles.

1. Optimal Inattention in the Stock Market;Andrew B Abel;American Economic Review Papers and Proceedings,2007

2. Optimal Inattention to the Stock Market with Information Costs and Transactions Costs;Andrew B Abel;Econometrica,2013

3. Global Private Information in International Equity Markets;Albuquerque;Journal of Financial Economics,2009

4. Inter-national Equity Flows and Returns: A Quantitative Equilibrium Approach;Albuquerque;Review of Economic Studies,2007

5. Limited Market Participation and Volatility of Asset Prices;Franklin Allen;American Economic Review,1994

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