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Chapter 6 International portfolio choice and asset pricing: An integrative survey · Study

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ChapterChapter 6 International portfolio choice and asset pricing: An integrative survey

René M. Stulz1995

Chapter1995

Chapter 6 International portfolio choice and asset pricing: An integrative survey

41 citations·0/0 files stored·Handbooks in operations research and management science

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Financial Markets and Investment Strategies Global Financial Crisis and Policies Financial Risk and Volatility Modeling

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References

1973An Intertemporal Capital Asset Pricing Model 1986Economic Forces and the Stock Market 1991Investor Diversification and International Equity Markets 1983International Portfolio Choice and Corporation Finance: A Synthesis 1991The World Price of Covariance Risk 1974An equilibrium model of the international capital market 1993The Risk and Predictability of International Equity Returns 1985International Asset Pricing under Mild Segmentation: Theory and Test

Cited by

2019International financial integration and income inequality in a stochastically growing economy 2002The cost of capital in international financial markets: local or global?2001Home bias and international capital asset pricing model with human capital 2002An Evaluation of International Asset Pricing Models 1996The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the Us 2004Institutional Determinants of International Equity Portfolios - a Country-Level Analysis

Details

Year1995

Typechapter

Published1995-01-01

VenueHandbooks in operations research and management science

ISSN-L0927-0507

Languageen

Citations41

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/s0927-0507(05)80050-7

openalex_workW41114315

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