International equity diversification and shortfall risk
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Bibliographic InfoArticle provided by Elsevier in its journal Financial Services Review.
Volume (Year): 8 (1999)
Issue (Month): 1 ()
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Web page: http://www.rmi.gsu.edu/FSR/FSRhome.htm
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Obstfeld, Maurice, 1994.
"Risk-Taking, Global Diversification, and Growth,"
American Economic Review,
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- Maurice Obstfeld., 1993. "Risk-Taking, Global Diversification, and Growth," Center for International and Development Economics Research (CIDER) Working Papers C93-016, University of California at Berkeley.
- Obstfeld, Maurice, 1992. "Risk-Taking, Global Diversification, and Growth," CEPR Discussion Papers 688, C.E.P.R. Discussion Papers.
- Maurice Obstfeld, 1992. "Risk-taking, global diversification, and growth," Discussion Paper / Institute for Empirical Macroeconomics 61, Federal Reserve Bank of Minneapolis.
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- Tse, K S Maurice & Uppal, Jamshed & White, Mark A, 1993. "Downside Risk and Investment Choice," The Financial Review, Eastern Finance Association, vol. 28(4), pages 585-605, November.
- Haavisto, Tarmo & Hansson, Bjorn, 1992. " Risk Reduction by Diversification in the Nordic Stock Markets," Scandinavian Journal of Economics, Wiley Blackwell, vol. 94(4), pages 581-88.
- Jorion, Philippe, 1985. "International Portfolio Diversification with Estimation Risk," The Journal of Business, University of Chicago Press, vol. 58(3), pages 259-78, July.
- Grubel, Herbert G & Fadner, Kenneth, 1971. "The Interdependence of International Equity Markets," Journal of Finance, American Finance Association, vol. 26(1), pages 89-94, March.
- Johnsona, Robert R. & Buetow, Gerald W. & Jensen, Gerald R., 1999. "International mutual fund returns and Federal Reserve policy," Financial Services Review, Elsevier, vol. 8(3), pages 199-210.
- Hanna, Michael E. & McCormack, Joseph P. & Perdue, Grady, 1999. "A nineties perspective on international diversification," Financial Services Review, Elsevier, vol. 8(1), pages 37-45.
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