The paper develops measures of home bias for 42 countries over the period 2001 to 2011
by employing various models: international capital asset pricing model (ICAPM), classical …

Using a panel of 38 economies, over the period 2001–2010, we analyse the link between
different facets of education and diversification in international portfolios. We find that …

In this paper we explore tentatively and formally the differences between bond and equity
home and foreign bias based on a large dataset including developed and emerging markets …

In this article, we explore tentatively and formally the differences between bond and equity
home and foreign bias based on a large data set including developed and emerging …

This paper examines the role of firm-level multinationality in equity portfolio diversification for
Japanese firms from 1998 to 2015. We use a unique multinationality dataset for constituents …

The paper examines the impact of cross border taxation on Australia's free float home bias.
The paper controls for various sources of home bias including familiarity, explicit cost …

We examine the international equity allocations of 3.8 million individuals in 296 401 (k)
plans over the 2005-2011 period. We find enormous cross-individual variation, ranging from …

This paper studies the investment decisions of Spanish households using a unique data-set,
the Spanish Survey of Household Finance (EFF). We propose a theoretical model in which …

We examine the international equity allocations of 3.8 million individuals in 296 401 (k)
plans over the 2005-2011 period. We find enormous cross-individual variation, ranging from …

Abstract The paper employs International Capital Asset Pricing (ICAPM), Mean-variance,
Global minimum variance, Bayes–Stein, Bayesian and Multi-prior models to develop foreign …