search query: @author Coën, A. / total: 1
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| Author: | Coën, A. |
| Title: | Home bias and international capital asset pricing model with human capital |
| Journal: | Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 497-513 |
| Index terms: | ASSET VALUATION DIVERSIFICATION HUMAN CAPITAL |
| Freeterms: | HOME BIAS |
| Language: | eng |
| Abstract: | The authors develop an international C.A.P.M. including human capital. They test this model and underline its contribution to the explanation of home bias observed in portfolio choice for nine countries. Human capital positively correlated with the domestic financial assets could worsen the home bias puzzle. |
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