International portfolio diversification with generalized expected utility preferences
By: Joshua Aizenman.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- working paper 5965; Working paper series (National Bureau of Economic Research) -- working paper no. 5965.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 22
Subjects: Investments, Foreign -- Mathematical models.; Portfolio management -- Mathematical models.; Risk perception -- Mathematical models.; Investment analysis -- Mathematical models.; Utility theory -- Mathematical models.
Notes: "March 1997."

JEL no. F30, F36.

Includes bibliographical references (p. 17-18).

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Electronic version available via the Internet at the NBER World Wide Web site.