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EXCHANGE-RATE RISK AND OPTIMAL DIVERSIFICATION OF FOREIGN-CURRENCY HOLDINGS
被引:12
作者
:
LEVY, H
论文数:
0
引用数:
0
h-index:
0
机构:
INT INST MANAGEMENT,BERLIN,FED REP GER
INT INST MANAGEMENT,BERLIN,FED REP GER
LEVY, H
[
1
]
SARNAT, M
论文数:
0
引用数:
0
h-index:
0
机构:
INT INST MANAGEMENT,BERLIN,FED REP GER
INT INST MANAGEMENT,BERLIN,FED REP GER
SARNAT, M
[
1
]
机构
:
[1]
INT INST MANAGEMENT,BERLIN,FED REP GER
来源
:
JOURNAL OF MONEY CREDIT AND BANKING
|
1978年
/ 10卷
/ 04期
关键词
:
D O I
:
10.2307/1991575
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:453 / 463
页数:11
相关论文
共 8 条
[1]
RISK, RETURN AND EQUILIBRIUM - SOME CLARIFYING COMMENTS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL
FAMA, EF
[J].
JOURNAL OF FINANCE,
1968,
23
(01)
: 29
-
40
[2]
Levy H., 1972, INVESTMENT PORTFOLIO
[3]
THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
LINTNER, J
论文数:
0
引用数:
0
h-index:
0
LINTNER, J
[J].
REVIEW OF ECONOMICS AND STATISTICS,
1965,
47
(01)
: 13
-
37
[4]
Markowitz H., 1971, PORTFOLIO SELECTION
[5]
PORTFOLIO SELECTION
Markowitz, Harry
论文数:
0
引用数:
0
h-index:
0
Markowitz, Harry
[J].
JOURNAL OF FINANCE,
1952,
7
(01)
: 77
-
91
[6]
EQUILIBRIUM IN A CAPITAL ASSET MARKET
MOSSIN, J
论文数:
0
引用数:
0
h-index:
0
MOSSIN, J
[J].
ECONOMETRICA,
1966,
34
(04)
: 768
-
+
[7]
CAPITAL-ASSET PRICES - A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK
SHARPE, WF
论文数:
0
引用数:
0
h-index:
0
SHARPE, WF
[J].
JOURNAL OF FINANCE,
1964,
19
(03)
: 425
-
442
[8]
TOBIN J, 1958, REV ECON STUD, V25, P65, DOI DOI 10.2307/2296205
←
1
→
共 8 条
[1]
RISK, RETURN AND EQUILIBRIUM - SOME CLARIFYING COMMENTS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL
FAMA, EF
[J].
JOURNAL OF FINANCE,
1968,
23
(01)
: 29
-
40
[2]
Levy H., 1972, INVESTMENT PORTFOLIO
[3]
THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
LINTNER, J
论文数:
0
引用数:
0
h-index:
0
LINTNER, J
[J].
REVIEW OF ECONOMICS AND STATISTICS,
1965,
47
(01)
: 13
-
37
[4]
Markowitz H., 1971, PORTFOLIO SELECTION
[5]
PORTFOLIO SELECTION
Markowitz, Harry
论文数:
0
引用数:
0
h-index:
0
Markowitz, Harry
[J].
JOURNAL OF FINANCE,
1952,
7
(01)
: 77
-
91
[6]
EQUILIBRIUM IN A CAPITAL ASSET MARKET
MOSSIN, J
论文数:
0
引用数:
0
h-index:
0
MOSSIN, J
[J].
ECONOMETRICA,
1966,
34
(04)
: 768
-
+
[7]
CAPITAL-ASSET PRICES - A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK
SHARPE, WF
论文数:
0
引用数:
0
h-index:
0
SHARPE, WF
[J].
JOURNAL OF FINANCE,
1964,
19
(03)
: 425
-
442
[8]
TOBIN J, 1958, REV ECON STUD, V25, P65, DOI DOI 10.2307/2296205
←
1
→