Global mixed-asset diversification

Adler,, 1983, International Portfolio Choice and Corporation Finance: A Synthesis, Journal of Finance, 38, 925, 10.2307/2328091 Brenner,, 1990, Arbitrage Opportunities in the Japanese Stock and Futures Markets, Financial Analysts Journal, 46, 14, 10.2469/faj.v46.n2.14 Curcio,, 1983, Diversification Gains from Including Real Estate in Mixed-Asset Portfolios Elton,, 1987 Elton,, 1976, Simple Criteria for Optimal Portfolio Selection, Journal of Finance, 31, 1341, 10.2307/2326684 Errunza,, 1981, The Effects of International Operations on the Market Value of the Firm: Theory and Evidence, Journal of Finance, 36, 401, 10.2307/2327024 Friedman,, 1971, Real Estate Investment and Portfolio Theory, Journal of Financial and Quantitative Analysis, 6, 861, 10.2307/2329720 Grubel,, 1968, Internationally Diversified Portfolios: Welfare Gains and Capital Flows, American Economic Review, 58, 1299 Hamao,, 1989, Japanese Stocks, Bonds, Bills and Inflation, 1973-1987, Journal of Portfolio Management, 15, 20, 10.3905/jpm.1989.409199 Hines,, 1987 Ibbotson,, 1979, The United States Market Wealth Portfolio, Journal of Portfolio Management, 5, 82, 10.3905/jpm.1979.408720 Ibbotson,, 1983, The World Market Wealth Portfolio, Journal of Portfolio Management, 9, 5, 10.3905/jpm.1983.408915 Ibbotson,, 1984, Real Estate Returns: A Comparison With Other Investments, American Real Estate and Urban Economics Association Journal, 12, 219, 10.1111/1540-6229.00320 Ibbotson,, 1982, Stocks, Bonds, Bills and Inflation: The Past and the Future Sirmans,, 1987, The Historical Perspective of Real Estate Returns, Journal of Portfolio Management, 13, 22, 10.3905/jpm.1987.409109 Solnik,, 1974, Why Not Diversify Internationally Rather Than Domestically, Financial Analysts Journal, 30, 48, 10.2469/faj.v30.n4.48 Webb,, 1988, Diversification Gains from Including Real Estate in Mixed Asset Portfolios, Decision Sciences, 19, 434, 10.1111/j.1540-5915.1988.tb00278.x