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actual portfolio asset and housing Brownian motion Centre South CEPR classified as efficient conditional on housing constrained corporate bonds covariance covariance matrix debt Discussion Papers Efficient portfolios conditional expected excess returns expected return financial asset returns financial portfolios financial wealth Flavin frontiers with housing fully diversified portfolios Gourieroux and Jouneau hedge term holding period returns household portfolios housing investment housing price risk housing returns housing wealth illiquid inefficient Koedijk long-term Managed Savings market portfolio mean variance frontier mean-variance efficient mortgage MTG bonds negative holdings North East North West NW NE Centre observed portfolio optimal portfolio p-value portfolio efficiency Portfolio share portfolios are efficient PROBIT r a and house region risk aversion risk free risk-free asset risk-less asset risky assets Risky fin risky financial assets sample Sharpe ratio SHIW significance level standard deviation Table term government bonds test 75 test results test statistic total wealth trade liberalization unconstrained