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Exchange rate risk and internationally diversified portfolios
16 references·4 citing·39 second hop
Exchange rate risk and internationally diversified portfolios (1995)Exchange rate risk and internationally di…The Effect of Corporate Multinationalism on Shareholders' Wealth: Evidence from International Acquisitions (1988)The Effect of Corporate Multi…Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection (1988)Exchange Rate Uncertainty, Fo…Real Estate Returns: A Comparison with Other Investments (1984)Real Estate Returns: A Compar…Multinational Financial Management (1984)Multinational Financial Manag…Multinational Financial Management. (1983)Multinational Financial Manag…Emerging Markets: A New Opportunity for Improving Global Portfolio Performance (1983)Emerging Markets: A New Oppor…Stocks, bonds, bills, and inflation : the past and the future (1982)Stocks, bonds, bills, and inf…The United States market wealth portfolio* (1979)The United States market weal…Gains from Portfolio Diversification into Less Developed Countries' Securities (1977)Gains from Portfolio Diversif…SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION (1976)SIMPLE CRITERIA FOR OPTIMAL P…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 …Systematic Elements in the Linkage of National Stock Market Indices (1973)Systematic Elements in the Li…International Diversification of Investment Portfolios (1970)International Diversification…Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…Portfolio Selection (1952)Portfolio SelectionInternational portfolio diversification and the home bias puzzle (2022)International portfolio diver…Equity Home‐Bias: A Suboptimal Choice for UK investors? (2009)Equity Home‐Bias: A Suboptima…Macroeconomic factors and international industry returns (2002)Macroeconomic factors and int…Scenario modeling for the management ofinternational bond portfolios (1999)Scenario modeling for the man…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)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)The arbitrage theory of capital asset pricing (1976)Diversification Categories in Investment Real Estate (1986)Price formation and the appraisal function in real estate markets (1991)Do Real Estate Prices and Stock Prices Move Together? An International Analysis (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)The capital asset pricing model: Some empirical tests (1972)Do international acquisitions by emerging-economy firms create shareholder value? The case of Indian firms (2009)Geographic dispersion and stock returns (2012)A contribution of foreign direct investment, clean energy, trade openness, carbon emissions and economic growth to energy demand in UAE (2013)Shareholder Benefits from Corporate International Diversification (1984)Comparative Business Failures of Foreign-Controlled Firms in the United States (1991)The Exchange-Rate Risk Exposure of Asset Returns (1997)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)Asset Pricing in Partially Segmented Markets: Evidence from the Finnish Market (1989)Selecting macroeconomic variables as explanatory factors of emerging stock market returns (2001)
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  • 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows1,025 cited
  • 1983Multinational Financial Management.486 cited
  • 1988The Effect of Corporate Multinationalism on Shareholders' Wealth: Evidence from International Acquisitions377 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
  • 1973Systematic Elements in the Linkage of National Stock Market Indices216 cited
  • 1982Stocks, bonds, bills, and inflation : the past and the future170 cited
  • 1983Emerging Markets: A New Opportunity for Improving Global Portfolio Performance131 cited
  • 1977Gains from Portfolio Diversification into Less Developed Countries' Securities127 cited
  • 1984Multinational Financial Management

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94 cited
  • 1979The United States market wealth portfolio*73 cited
  • Cited by

    • 1999Scenario modeling for the management ofinternational bond portfolios36 cited
    • 2022International portfolio diversification and the home bias puzzle25 cited
    • 2009Equity Home‐Bias: A Suboptimal Choice for UK investors?25 cited
    • 2002Macroeconomic factors and international industry returns24 cited