U.S. equity investment in foreign markets: portfolio rebalancing or return chasing?

Article Abstract:

The increase in US foreign investments and changes in the portfolio handled by US investors are studied to determine the consistency of investor behavior with the generally-accepted models of international portfolio choice. By creating a model that uses data on foreign equity transactions and returns on investment, it can be seen that buying behavior is determined by the occurrence of investment opportunities compared to the need to maintain balanced investments.

Models, Foreign investments

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The cross section of foreign currency risk premia and consumption growth risk

Article Abstract:

The influence of consumption-based models on foreign exchange risk patterns is explained. Studying aggregate consumption growth risk provides a basis for understanding domestic investment patterns.

United States, Science & research, Interest Rates, Research, Methods, Influence, Foreign exchange, Foreign exchange rates, Consumption (Economics)

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Portfolio choice and trading in a large 401(k) plan

Article Abstract:

A study of the portfolio management of 7,000 retirement accounts during April 1994-August 1998 is presented. The patterns of asset allocations in these 401 (k) plans are discussed.

Virginia, Massachusetts, Employee Loan & Savings Plans, Investments, Salary reduction savings plans, 401K plans

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