International diversification and hedging: A Japanese and U.S. perspective
Tài liệu tham khảo
Adler, 1980, The exposure of long-term foreign currency bonds, Journal of Financial and Quantitative Analysis, 15, 973, 10.2307/2330573
Adler, 1986, Exchange risk suprises in international portfolios, Journal of Portfolio Management, 44, 10.3905/jpm.1986.409044
Eaker, 1987, Cross-hedging foreign currency risk, Journal of International Money and Finance, 6, 85, 10.1016/0261-5606(87)90015-5
Eaker, M., Grant, D., Berry, M., and Woodard, N. in press. Investment in foreign equities: Diversification, hedging and risk. Journal of Multinational Financial Management.
Eaker, 1990, International equity investment and hedging: A Canadian and American comparison
Eun, 1988, Exchange rate uncertainty, forward contracts and international portfolio selection, Journal of Finance, 43, 197, 10.2307/2328331
Glen, 1990
Grubel, 1968, Internationally diversified portfolios: Welfare gains and capital flows, American Economic Review
Jorion, 1985, International portfolio diversification with estimation risk, Journal of Business, 58, 259, 10.1086/296296
Lessard, 1976, World, country, and industry relationships in equity returns: Implications for risk reduction through internationla diversification, Financial Analysis Journal, 10.2469/faj.v32.n1.32
Levy, 1970, International diversification of investment portfolios, American Economic Review
Solnik, 1974, Why not diversify internationally rather than nationally, Financial Analysts Journal, 10.2469/faj.v30.n4.48
Thomas, 1988, Currency risks in international equity portfolios, Financial Analysts Journal, 10.2469/faj.v44.n2.68
