Portfolio diversification in a highly inflationary emerging market
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Bibliographic InfoArticle provided by Elsevier in its journal Financial Services Review.
Volume (Year): 10 (2001)
Issue (Month): 1-4 ()
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Web page: http://www.rmi.gsu.edu/FSR/FSRhome.htm
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- Levy, Haim & Sarnat, Marshall, 1970. "International Diversification of Investment Portfolios," American Economic Review, American Economic Association, vol. 60(4), pages 668-75, September.
- Eun, Cheol S & Resnick, Bruce G, 1988. " Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection," Journal of Finance, American Finance Association, vol. 43(1), pages 197-215, March.
- Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, 03.
- Austin Murphy & Anandi Sahu, 2001. "Empirical evidence of a positive inflation premium being incorporated into stock prices," Atlantic Economic Journal, International Atlantic Economic Society, vol. 29(2), pages 177-185, June.
- Fama, Eugene F. & Schwert, G. William, 1977. "Asset returns and inflation," Journal of Financial Economics, Elsevier, vol. 5(2), pages 115-146, November.
- Branch, Ben, 1974. "Common Stock Performance and Inflation: An International Comparison," The Journal of Business, University of Chicago Press, vol. 47(1), pages 48-52, January.
- Reilly, Frank K., 1997. "The impact of inflation on ROE, growth and stock prices," Financial Services Review, Elsevier, vol. 6(1), pages 1-17.
- Cohn, Richard A & Lessard, Donald R, 1981. "The Effect of Inflation on Stock Prices: International Evidence," Journal of Finance, American Finance Association, vol. 36(2), pages 277-89, May.
- Fotios Pasiouras & Chrysovalantis Gaganis & Constantin Zopounidis, 2006. "The impact of bank regulations, supervision, market structure, and bank characteristics on individual bank ratings: A cross-country analysis," Review of Quantitative Finance and Accounting, Springer, vol. 27(4), pages 403-438, December.
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