International Portfolio Allocation under Model Uncertainty
NBER Working Paper No. 14734
---- Acknowledgements ----
We are grateful to conference and seminar participants at the 2009 AEA Meeting in San Francisco, the NBER IFM Meeting, the "Anglo-Italian-French Workshop" in Pavia, the "International Risk-Sharing and Portfolio Diversification" conference at EUI, the 24 Annual Congress of the EEA in Barcelona, the 50 Annual Meeting of the SIE in Rome, Università di Padova, the Federal Reserve Bank of New York, University of Amsterdam, Cambridge University, Università Commerciale "L.Bocconi", Universitat Pompeu Fabra, LUISS as well as David Backus, Francisco Barillas, Roel Beetsma, Michael Devereux, Stephane Guibaud, Anna Pavlova, Giorgio Primiceri, Tom Sargent, Laura Veldkamp, Gianluca Violante. Salvatore Nisticò gratefully acknowledges kind hospitality of the Economics Department at NYU. Financial support from an ERC Starting Independent Grant is gratefully acknowledged. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.