Portfolio choice under local industry and country factors

Keyphrases

• Country Factors 100%
• Industry Effect 100%
• Portfolio Choice 100%
• Local Industry 100%
• Industry Factors 100%
• Country Effect 100%
• Local Factors 50%
• Economic Sectors 50%
• Statistical Model 50%
• Portfolio Optimization 50%
• Liquidity 50%
• Effect Measure 50%
• Local Effects 50%
• Local Return 50%
• Unobserved Heterogeneity 50%
• Policy Function 50%
• Multivariate Factors 50%
• Unobserved Effects 50%
• Portfolio Policy 50%
• Policy Approaches 50%
• Cross-section of Stocks 50%
• Heterogeneous Treatment Effects 50%
• Differences between Groups 50%
• Geographic Factors 50%
• Parametric Portfolio Policy 50%
• Return Heterogeneity 50%

Economics, Econometrics and Finance

• Portfolio Selection 100%
• Portfolio Choice 100%