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Equilibrium Portfolios and External Adjustment Under Incomplete Markets
16 references·3 citing·40 second hop
Equilibrium Portfolios and External Adjustment Under Incomplete Markets (2008)Equilibrium Portfolios and External Adjus…An Equilibrium Model of “Global Imbalances” and Low Interest Rates (2008)An Equilibrium Model of “Glob…The External Wealth of Nations Measures of Foreign Assets and Liabilities for Industrial and Developing Countries (1999)The External Wealth of Nation…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Numerical Methods in Economics (1998)Numerical Methods in EconomicsAn Equilibrium Model with Restricted Stock Market Participation (1998)An Equilibrium Model with Res…Foundations of International Macroeconomics (1997)Foundations of International …Foundations of International Macroeconomics (1996)Foundations of International …Tastes and technology in a two-country model of the business cycle: Explaining international (1995)Tastes and technology in a tw…By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (1995)By Force of Habit: A Consumpt…Tastes and Technology in a Two-Country Model of the Business Cycle : Explaining International Co-Movements (1990)Tastes and Technology in a Tw…International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Choic…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…Comparative Advantage, Trade, and Payments in a Ricardian Model with a Continuum of Goods (1976)Comparative Advantage, Trade,…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments (1970)The Fundamental Approximation…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? (2016)Does Incomplete Spanning in I…International Liquidity and Exchange Rate Dynamics (2014)International Liquidity and E…International Liquidity and Exchange Rate Dynamics (2013)International Liquidity and E…Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)An equilibrium characterization of the term structure (1977)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Time‐Varying World Market Integration (1995)Value versus Growth: The International Evidence (1998)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)The cost of capital, corporation finance and the theory of investment (2008)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A Theory of the Term Structure of Interest Rates (1985)Efficient Capital Markets: II (1991)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Common risk factors in the returns on stocks and bonds (1993)Debt, Deficits, and Finite Horizons (1985)The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)Globalization and the Gains From Variety (2006)Global Imbalances and the Financial Crisis: Link or No Link? (2011)The financial cycle and macroeconomics: What have we learnt? (2013)Deviations from Covered Interest Rate Parity (2018)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Strategic Asset Allocation (2002)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)What caused the Asian currency and financial crisis? (1999)Global Current Account Imbalances and Exchange Rate Adjustments (2005)Capital Account Liberalization: Theory, Evidence, and Speculation (2007)Asymmetric Volatility and Risk in Equity Markets (2000)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)The determinants of cross-border equity flows (2004)Financial Globalization: A Reappraisal (2006)Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation (2008)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1997Foundations of International Macroeconomics2,980 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 1998Numerical Methods in Economics2,587 cited
  • 1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior1,527 cited
  • 1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 cited
  • 2008An Equilibrium Model of “Global Imbalances” and Low Interest Rates1,055 cited
  • 1996Foundations of International Macroeconomics951 cited
  • 1990Tastes and Technology in a Two-Country Model of the Business Cycle : Explaining International Co-Movements818 cited
  • 1999The External Wealth of Nations Measures of Foreign Assets and Liabilities for Industrial and Developing Countries766 cited
  • 1976Comparative Advantage, Trade, and Payments in a Ricardian Model with a Continuum of Goods756 cited
  • 1970The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments731 cited

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  • 1995Tastes and technology in a two-country model of the business cycle: Explaining international657 cited
  • 1998An Equilibrium Model with Restricted Stock Market Participation591 cited
  • Cited by

    • 2014International Liquidity and Exchange Rate Dynamics42 cited
    • 2013International Liquidity and Exchange Rate Dynamics40 cited
    • 2016Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?17 cited