Country portfolios with habit persistence

Zhang, N. (2017) Country portfolios with habit persistence. Working Paper. University of Glasgow.

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Abstract

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

Item Type:Research Reports or Papers (Working Paper)
Status:Published
Glasgow Author(s) Enlighten ID:Zhang, Ning
Authors: Zhang, N.
College/School:College of Social Sciences > Adam Smith Business School > Economics
Publisher:University of Glasgow
Copyright Holders:Copyright © 2017 The Author
Publisher Policy:Reproduced with the permission of the Author

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