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ArticleThe determinants of domestic and foreign bond bias

Miguel A. M. M. Ferreira2011

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Articlegreen2011

The determinants of domestic and foreign bond bias

Miguel A. M. M. Ferreira · Antonio Freitas Miguel

36 citations·0/0 files stored·Journal of Multinational Financial Management

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Financial Markets and Investment Strategies Corporate Finance and Governance Global Financial Crisis and Policies

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1997Legal Determinants of External Finance 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 1975THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]1996Stock Markets, Banks, and Economic Growth 1993Finance, entrepreneurship and growth 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios 1999Stock Markets, Banks, and Economic Growth

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Year2011

Typearticle

Published2011-08-02

VenueJournal of Multinational Financial Management

ISSN-L1042-444X

Languageen

Citations36

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.mulfin.2011.07.004

openalex_workW2156155477

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2013Impact of Culture and Patriotism on Home Bias in Bond Portfolios