Optimal International Asset Allocation with Time-varying Risk

Article English OPEN
Flavin, Thomas; Wickens, M.R.;
(2006)
  • Publisher: Wiley

This paper examines the optimal allocation each period of an internationally diversified portfolio from the different points of view of a UK and a US investor. We find that investor location affects optimal asset allocation. The presence of exchange rate risk c... View more
Share - Bookmark