Country portfolios with habit persistence

Ning Zhang

Working Papers from Business School - Economics, University of Glasgow

Abstract: This article studies the composition of country portfolios when consumers' utility function features habit persistence.

Keywords: Financial globalisation; International portfolio choices; Asset home bias; habit formation (search for similar items in EconPapers)
JEL-codes: F32 F41 (search for similar items in EconPapers)
Date: 2017-07
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Persistent link: https://EconPapers.repec.org/RePEc:gla:glaewp:2019_10

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