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International Equity Portfolios and Currency Hedging: The Viewpoint of German and Hungarian Investors
16 references·0 citing·35 second hop
International Equity Portfolios and Currency Hedging: The Viewpoint of German and Hungarian Investors (2002)International Equity Portfolios and Curre…Diversification, Integration and Emerging Market Closed‐End Funds (1996)Diversification, Integration …Is the correlation in international equity returns constant: 1960–1990? (1995)Is the correlation in interna…Stochastic Dominance and Expected Utility: Survey and Analysis (1992)Stochastic Dominance and Expe…Forward Discount Bias: Is it an Exchange Risk Premium? (1989)Forward Discount Bias: Is it …Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection (1988)Exchange Rate Uncertainty, Fo…Bayes-Stein Estimation for Portfolio Analysis (1986)Bayes-Stein Estimation for Po…International Portfolio Diversification with Estimation Risk (1985)International Portfolio Diver…Forward and spot exchange rates (1984)Forward and spot exchange rat…Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)Performance Hypothesis Testin…Why Not Diversify Internationally Rather Than Domestically? (1974)Why Not Diversify Internation…An equilibrium model of the international capital market (1974)An equilibrium model of the i…International Diversification of Investment Portfolios (1970)International Diversification…Mutual Fund Performance (1966)Mutual Fund PerformancePortfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*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)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)Multivariate GARCH models: a surveyConditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Emerging equity market volatility (1997)International Asset Allocation With Regime Shifts (2002)A Note on Uncertainty and Indifference Curves (1969)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Size, value, and momentum in international stock returns (2012)… and the Cross-Section of Expected Returns (2015)An Analytic Derivation of the Efficient Portfolio Frontier (1972)On the Predictability of Stock Returns: An Asset‐Allocation Perspective (1996)Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)The Properties of Equally Weighted Risk Contribution Portfolios (2010)Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Does industrial structure explain the benefits of international diversification? (1994)Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)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)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Efficient Capital Markets: II (1991)
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References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
  • 1974An equilibrium model of the international capital market1,130 cited
  • 1970International Diversification of Investment Portfolios1,130 cited
  • 1986Bayes-Stein Estimation for Portfolio Analysis960 cited
  • 1974Why Not Diversify Internationally Rather Than Domestically?899 cited
  • 1981Performance Hypothesis Testing with the Sharpe and Treynor Measures860 cited
  • 1992Stochastic Dominance and Expected Utility: Survey and Analysis843 cited
  • 1989Forward Discount Bias: Is it an Exchange Risk Premium?715 cited
  • 1985International Portfolio Diversification with Estimation Risk672 cited
  • 1996Diversification, Integration and Emerging Market Closed‐End Funds363 cited
  • 1988Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection

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