A MODEL FOR MARKET CLOSURE AND INTERNATIONAL PORTFOLIO MANAGEMENT WITHIN INCOMPLETE INFORMATION

This paper presents of model of market closure in the management of international portfolios. We consider an investor holding a portfolio of domestic stocks and foreign stocks who faces market closure in the management of his portfolio. The investor's portfolio is affected by the exchange rate...

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Veröffentlicht in:	International journal of theoretical and applied finance 2002-08, Vol.5 (5), p.479-495
Hauptverfasser:	BELLALAH, MONDHER, WU, ZHEN
Format:	Artikel
Sprache:	eng
Schlagworte:	Applied economics Finance International investment Market Portfolio analysis Portfolio management
Online-Zugang:	Volltext
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