SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
International Portfolio Allocation under Model Uncertainty
16 references·0 citing·48 second hop
International Portfolio Allocation under Model Uncertainty (2009)International Portfolio Allocation under …Consumption Strikes Back? Measuring Long‐Run Risk (2008)Consumption Strikes Back? Mea…A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection (2003)A Quartet of Semigroups for M…The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)The Six Major Puzzles in Inte…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…The International Diversification Puzzle is Worse Than You Think (1995)The International Diversifica…Home bias and high turnover (1995)Home bias and high turnoverHome Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)Home Bias in Equity Portfolio…Understanding Risk and Return (1993)Understanding Risk and ReturnConsumption and real exchange rates in dynamic economies with non-traded goods (1993)Consumption and real exchange…Investor Diversification and International Equity Markets (1991)Investor Diversification and …Nonexpected Utility in Macroeconomics (1990)Nonexpected Utility in Macroe…Implications of Security Market Data for Models of Dynamic Economies (1990)Implications of Security Mark…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Commodity Trade and International Risk Sharing: How Much Do Financial Markets Matter? (1989)Commodity Trade and Internati…THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE (1988)THE EQUITY PREMIUM PUZZLE AND…Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investor Psychology and Asset Pricing (2001)An Intertemporal Capital Asset Pricing Model (1973)The equity premium: A puzzle (1985)The Equity Premium Puzzle and the Riskfree Rate Puzzle (1989)Unequal Societies: Income Distribution and the Social Contract (2000)Public Debt and Low Interest Rates (2019)An equilibrium model of the international capital market (1974)International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Investment Flows (1997)Trying to Explain Home Bias in Equities and Consumption (1999)Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Macroeconomics and Reality (1980)The Conditional CAPM and the Cross-Section of Expected Returns (1996)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)… and the Cross-Section of Expected Returns (2015)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure (2010)Market Expectations in the Cross‐Section of Present Values (2013)Disaster on the horizon: The price effect of sea level rise (2019)Expectations and Exchange Rate Dynamics (1976)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Empirical exchange rate models of the seventies (1983)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)Temporal Resolution of Uncertainty and Dynamic Choice Theory (1978)Debt, Deficits, and Finite Horizons (1985)Myopic Loss Aversion and the Equity Premium Puzzle (1993)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Efficient Market Hypothesis and Its Critics (2003)The Limits of Financial Globalization (2005)An Equilibrium Model of “Global Imbalances” and Low Interest Rates (2008)Cultural Biases in Economic Exchange? * (2009)Familiarity Breeds Investment (2001)International Asset Allocation With Regime Shifts (2002)The determinants of cross-border equity flows (2004)
this work references cited by second hop

References

  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2,067 cited
  • 1993Understanding Risk and Return1,797 cited
  • 1988THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE1,378 cited
  • 1995Home bias and high turnover1,245 cited
  • 1990Nonexpected Utility in Macroeconomics986 cited
  • 2008Consumption Strikes Back? Measuring Long‐Run Risk753 cited
  • 1993Consumption and real exchange rates in dynamic economies with non-traded goods750 cited
  • 1994Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium671 cited
  • 1989Commodity Trade and International Risk Sharing: How Much Do Financial Markets Matter?648 cited
  • 2003A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection635 cited
  • 1995The International Diversification Puzzle is Worse Than You Think

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

561 cited
  • 1990Implications of Security Market Data for Models of Dynamic Economies498 cited
  • Cited by

    No citing works inside the corpus for this window.