Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
Lecture
International Portfolio Allocation
Description
This lecture covers the Intertemporal Capital Asset Pricing Model, CRRA utility, and empirical evidence on home bias in international portfolio allocation. It discusses the optimization problem faced by representative agents in maximizing expected utility over two periods, considering the allocation of assets across different countries. The lecture also explores the implications of efficient allocations and the principles of comparative advantage in international trade.
Official source
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.