Chapter 6 International portfolio choice and asset pricing: An integrative survey
- 1 January 1995
- book chapter
- Published by Elsevier
Abstract
No abstract availableAll Related Versions
This publication has 57 references indexed in Scilit:
- Accounting for Forward Rates in Markets for Foreign CurrencyThe Journal of Finance, 1993
- A New Approach to International Arbitrage PricingThe Journal of Finance, 1993
- Optimal hedging of stock portfolios against foreign exchange risk: theory and applicationsGlobal Finance Journal, 1992
- Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange MarketsThe Journal of Finance, 1992
- Predictable Stock Returns in the United States and Japan: A Study of Long‐Term Capital Market IntegrationThe Journal of Finance, 1992
- On Universal Currency HedgesJournal of Financial and Quantitative Analysis, 1992
- Equilibrium Exchange Rate HedgingThe Journal of Finance, 1990
- Exchange risk surprises in international portfoliosThe Journal of Portfolio Management, 1986
- International Portfolio Choice and Corporation Finance: A SynthesisThe Journal of Finance, 1983
- International capital market equilibrium with investment barriersJournal of Financial Economics, 1974