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Using forward contracts to hedge foreign investment in US real estate
16 references·1 citing·40 second hop
Using forward contracts to hedge foreign investment in US real estate (1995)Using forward contracts to hedge foreign …Hedging Foreign Investments in U.S. Real Estate with Currency Options (1993)Hedging Foreign Investments i…Diversification Benefits of U.S. Real Estate to Foreign Investors (1991)Diversification Benefits of U…Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection (1988)Exchange Rate Uncertainty, Fo…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:…Stocks, bonds, bills, and inflation : the past and the future (1982)Stocks, bonds, bills, and inf…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…SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION (1976)SIMPLE CRITERIA FOR OPTIMAL P…Can Real Estate Returns Outperform Common Stocks? (1976)Can Real Estate Returns Outpe…The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure (1974)The International Pricing of …Session Topic: Capital Asset Pricing Models in an International Context (1974)Session Topic: Capital Asset …Real Estate Investment and Portfolio Theory (1971)Real Estate Investment and Po…International Diversification of Investment Portfolios (1970)International Diversification…Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…Simulating Currency Risk on Private Investments in Real Estate (2006)Simulating Currency Risk on P…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)Portfolio Selection: Efficient Diversification of Investments (1959)Does industrial structure explain the benefits of international diversification? (1994)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)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)An Analytic Derivation of the Efficient Portfolio Frontier (1972)International Portfolio Choice and Corporation Finance: A Synthesis (1983)The sensitivity of bank stock returns to market, interest and exchange rate risks (1992)Currency Hedging for International Portfolios (1993)Systematic Risk of the Multinational Corporation (1998)Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)Asset Pricing in Partially Segmented Markets: Evidence from the Finnish Market (1989)Selecting macroeconomic variables as explanatory factors of emerging stock market returns (2001)Earnings and Risk Changes Surrounding Primary Stock Offers (1990)Illiquidity and Pricing Biases in the Real Estate Market (2007)
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References

  • 1970International Diversification of Investment Portfolios1,130 cited
  • 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows1,025 cited
  • 1974Session Topic: Capital Asset Pricing Models in an International Context366 cited
  • 1988Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection360 cited
  • 1974The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure356 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
  • 1982Stocks, bonds, bills, and inflation : the past and the future170 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
  • 1971Real Estate Investment and Portfolio Theory72 cited
  • 1976Can Real Estate Returns Outperform Common Stocks?

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43 cited
  • 1993Hedging Foreign Investments in U.S. Real Estate with Currency Options38 cited
  • Cited by

    • 2006Simulating Currency Risk on Private Investments in Real Estate20 cited