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Hedging Foreign Investments in U.S. Real Estate with Currency Options
13 references·2 citing·50 second hopsampled
Hedging Foreign Investments in U.S. Real Estate with Currency Options (1993)Hedging Foreign Investments in U.S. Real …Diversification Benefits of U.S. Real Estate to Foreign Investors (1991)Diversification Benefits of U…DIVERSIFICATION GAINS FROM INCLUDING REAL ESTATE IN MIXED‐ASSET PORTFOLIOS* (1988)DIVERSIFICATION GAINS FROM IN…Real Estate Returns: A Comparison with Other Investments (1984)Real Estate Returns: A Compar…Real Estate Investment Funds: Performance and Portfolio Considerations (1984)Real Estate Investment Funds:…Foreign currency option values (1983)Foreign currency option valuesDeviations from Purchasing Power Parity in the Long Run (1983)Deviations from Purchasing Po…Towards Indices of Real Estate Value and Return (1980)Towards Indices of Real Estat…The United States market wealth portfolio* (1979)The United States market weal…Purchasing power parity under fixed and flexible exchange rates (1978)Purchasing power parity under…SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION (1976)SIMPLE CRITERIA FOR OPTIMAL P…Session Topic: Capital Asset Pricing Models in an International Context (1974)Session Topic: Capital Asset …The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…International Diversification of Investment Portfolios (1970)International Diversification…Simulating Currency Risk on Private Investments in Real Estate (2006)Simulating Currency Risk on P…Using forward contracts to hedge foreign investment in US real estate (1995)Using forward contracts to he…Liquidity Preference as Behavior Towards Risk (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)Why Not Diversify Internationally Rather Than Domestically? (1974)What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)International comovement of stock market returns: A wavelet analysis (2009)Equilibrium in a Capital Asset Market (1966)The arbitrage theory of capital asset pricing (1976)Diversification Categories in Investment Real Estate (1986)Real Estate Returns and Inflation (1987)Price formation and the appraisal function in real estate markets (1991)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)The effect of personal taxes and dividends on capital asset prices (1979)Commercial Real Estate Returns (1984)Unsmoothing British valuation‐based returns without assuming an efficient market (1994)The Role of Real Estate in the Portfolio Allocation Process (1996)Theory of Rational Option Pricing (1973)Efficient Analytic Approximation of American Option Values (1987)Arbitrage Theory in Continuous Time (2004)Theory of rational option pricing (2005)Carry Trades and Global Foreign Exchange Volatility (2012)Portfolio Selection (1952)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)How to Use Security Analysis to Improve Portfolio Selection (1973)Delegated portfolio management (1985)A Brief History of Downside Risk Measures (1999)Multi-objective stochastic programming for portfolio selection (2005)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)WORLD, NATIONAL, AND INDUSTRY FACTORS IN EQUITY RETURNS (1974)International Listings and Stock Returns: Some Empirical Evidence (1988)Can the Gains from International Diversification Be Achieved without Trading Abroad? (1999)How Far Can We Push The "Law of One Price"? (1976)Purchasing power parity (1978)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)The Economics of Exchange Rates (2003)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)MONEY, INCOME, AND CAUSALITY (1972)Time series analysis and simultaneous equation econometric models (1974)Asset Markets, Exchange Rates and the Balance of Payments (1984)A quantitative reassessment of the purchasing power parity hypothesis: Evidence from Norway and the United Kingdom (1987)The black market exchange rate vs. the official rate in testing PPP: Which rate fosters the adjustment process? (2007)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1970International Diversification of Investment Portfolios1,130 cited
  • 1983Foreign currency option values1,078 cited
  • 1983Deviations from Purchasing Power Parity in the Long Run497 cited
  • 1974Session Topic: Capital Asset Pricing Models in an International Context366 cited
  • 1984Real Estate Returns: A Comparison with Other Investments335 cited
  • 1976SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION317 cited
  • 1984Real Estate Investment Funds: Performance and Portfolio Considerations224 cited
  • 1978Purchasing power parity under fixed and flexible exchange rates146 cited
  • 1980Towards Indices of Real Estate Value and Return135 cited
  • 1988DIVERSIFICATION GAINS FROM INCLUDING REAL ESTATE IN MIXED‐ASSET PORTFOLIOS*88 cited
  • 1991Diversification Benefits of U.S. Real Estate to Foreign Investors73 cited
  • 1979The United States market wealth portfolio*73 cited

Cited by

  • 1995Using forward contracts to hedge foreign investment in US real estate26 cited
  • 2006Simulating Currency Risk on Private Investments in Real Estate20 cited

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