International Portfolio Selection with Exchange Risk: A Behavioural Portfolio Theory Perspective

SSRN Electronic Journal ◽

10.2139/ssrn.1983639 ◽

2012 ◽

Author(s):

Chonghui Jiang ◽

Yongkai Ma ◽

Yunbi An

Keyword(s):

Portfolio Selection ◽

Portfolio Theory ◽

International Portfolio ◽

Exchange Risk

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International portfolio selection with exchange rate risk: A behavioural portfolio theory perspective

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2012.10.004 ◽

2013 ◽

Vol 37 (2) ◽

pp. 648-659 ◽

Cited By ~ 16

Author(s):

Chonghui Jiang ◽

Yongkai Ma ◽

Yunbi An

Keyword(s):

Exchange Rate ◽

Portfolio Selection ◽

Portfolio Theory ◽

Exchange Rate Risk ◽

Rate Risk ◽

International Portfolio

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Jump Mis-Specification and International Portfolio Selection

SSRN Electronic Journal ◽

10.2139/ssrn.2419889 ◽

2013 ◽

Author(s):

Ke Chen ◽

Luiz Vitiello ◽

Ser-Huang Poon

Keyword(s):

Portfolio Selection ◽

International Portfolio

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Removing the necessity of simplifications in large‐scale portfolio selection and implications to Chinese portfolio theory and management

Nankai Business Review International ◽

10.1108/20408741011032845 ◽

2010 ◽

Vol 1 (1) ◽

pp. 20-38

Author(s):

Yue Qi ◽

Xiaofeng Peng ◽

Ming Li

Keyword(s):

Portfolio Selection ◽

Large Scale ◽

Portfolio Theory

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Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias

SSRN Electronic Journal ◽

10.2139/ssrn.413981 ◽

2003 ◽

Author(s):

Larry R. Gorman ◽

Bjorn Jorgensen

Keyword(s):

Portfolio Selection ◽

Home Bias ◽

International Portfolio

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International portfolio selection model with exchange rate risk

Journal of Intelligent & Fuzzy Systems ◽

10.3233/jifs-169157 ◽

2016 ◽

Vol 31 (6) ◽

pp. 2759-2765 ◽

Cited By ~ 1

Author(s):

Ting Li ◽

Yue Zhang ◽

Fang Du

Keyword(s):

Exchange Rate ◽

Portfolio Selection ◽

Selection Model ◽

Exchange Rate Risk ◽

Rate Risk ◽

International Portfolio ◽

Portfolio Selection Model

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A combined analytic hierarchy process and goal programming approach to international portfolio selection in the presence of investment barriers

International Journal of Multicriteria Decision Making ◽

10.1504/ijmcdm.2013.052455 ◽

2013 ◽

Vol 3 (1) ◽

pp. 1 ◽

Cited By ~ 5

Author(s):

Slah Bahloul ◽

Fathi Abid

Keyword(s):

Analytic Hierarchy Process ◽

Portfolio Selection ◽

Goal Programming ◽

Programming Approach ◽

Analytic Hierarchy ◽

International Portfolio ◽

Investment Barriers ◽

Hierarchy Process

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International portfolio selection and efficiency analysis

Review of Quantitative Finance and Accounting ◽

10.1007/bf00243984 ◽

1992 ◽

Vol 2 (1) ◽

pp. 47-67 ◽

Cited By ~ 3

Author(s):

K. Victor Chow ◽

William B. Riley ◽

John P. Formby

Keyword(s):

Portfolio Selection ◽

Efficiency Analysis ◽

International Portfolio

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PORTFOLIO THEORY AND THE PROBLEM OF FOREIGN EXCHANGE RISK

The Journal of Finance ◽

10.1111/j.1540-6261.1978.tb04865.x ◽

1978 ◽

Vol 33 (2) ◽

pp. 517-534 ◽

Cited By ~ 29

Author(s):

John H. Makin

Keyword(s):

Foreign Exchange ◽

Portfolio Theory ◽

Foreign Exchange Risk ◽

Exchange Risk

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How Robust Is Robust Covariance? Evidence from International Portfolio Selection

SSRN Electronic Journal ◽

10.2139/ssrn.2280172 ◽

2013 ◽

Author(s):

Tsung-Wu Ho

Keyword(s):

Portfolio Selection ◽

International Portfolio

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Capital Controls and International Portfolio Theory: A Microeconomic Approach

SSRN Electronic Journal ◽

10.2139/ssrn.884826 ◽

1990 ◽

Author(s):

Marjorie Rose

Keyword(s):

Capital Controls ◽

Portfolio Theory ◽

International Portfolio

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