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Optimal currency diversification for a class of risk-averse international investors
9 references·0 citing·37 second hop
Optimal currency diversification for a class of risk-averse international investors (1983)Optimal currency diversification for a cl…International asset pricing with time-varying risk premia (1981)International asset pricing w…A model of international asset pricing (1981)A model of international asse…Exchange Rate Risk and the Macroeconomics of Exchange Rate Determination (1980)Exchange Rate Risk and the Ma…Exchange Rate Economics: Where Do We Stand? (1980)Exchange Rate Economics: Wher…Optimum control of stochastic differential equation systems (1979)Optimum control of stochastic…Exchange Rates and the International Adjustment Process (1978)Exchange Rates and the Intern…International Investment and Interest Rate Linkages under Flexible Exchange Rates (1977)International Investment and …Theory of Finance from the Perspective of Continuous Time (1975)Theory of Finance from the Pe…An equilibrium model of the international capital market (1974)An equilibrium model of the i…Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)Inefficiency of credible strategies in oligopolistic resource markets with uncertainty (1987)Portfolio Choice and Asset Pricing With Nontraded Assets (1988)Risk, the financial market, and macroeconomic equilibrium (1993)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)Capital Market Equilibrium with Restricted Borrowing (1972)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Currency prices, terms of trade, and interest rates: A general equilibrium asset-pricing cash-in-advance approach (1985)Mexico's integration into the North American capital market (2003)Risk factors in oil and gas industry returns: International evidence (2010)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)THE RELATIONSHIP BETWEEN YIELD, RISK, AND RETURN OF CORPORATE BONDS (1978)Thoughts on the Future: Life-Cycle Investing in Theory and Practice (2003)Thoughts on the Future: Life-Cycle Investing in Theory and Practice (2015)Are Government Bonds Net Wealth? (1974)Empirical Tests of the Consumption‐Oriented CAPM (1989)The World Price of Foreign Exchange Risk (1995)International Asset Pricing and Portfolio Diversification with Time-Varying Risk (1997)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)An Investigation of Risk and Return in Forward Foreign Exchange (1983)Exchange rate variability and asset trade (1989)Money, Bonds, and Foreign Exchange (2016)Chapter 15 The specification and influence of asset markets (1985)The Internationalization of Currencies: An Appraisal of the Japanese Yen (1992)The Internationalization of Equity Markets (1993)Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)Beating the Foreign Exchange Market (1986)What Determines Government Spending Multipliers? (2012)Interest rates and risk premia in the stock market and in the foreign exchange market (1987)The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets (1989)
this work references cited by second hop

References

  • 1974An equilibrium model of the international capital market1,130 cited
  • 1981A model of international asset pricing807 cited
  • 1980Exchange Rate Economics: Where Do We Stand?452 cited
  • 1978Exchange Rates and the International Adjustment Process122 cited
  • 1980Exchange Rate Risk and the Macroeconomics of Exchange Rate Determination116 cited
  • 1975Theory of Finance from the Perspective of Continuous Time108 cited
  • 1981International asset pricing with time-varying risk premia89 cited
  • 1977International Investment and Interest Rate Linkages under Flexible Exchange Rates66 cited
  • 1979Optimum control of stochastic differential equation systems51 cited

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