International Asset Pricing and Portfolio Diversification with Time-Varying Risk

Giorgio de Santis; Bruno Gerard

doi:10.2307/2329468

International Asset Pricing and Portfolio Diversification with Time-Varying Risk

The Journal of Finance ◽

10.2307/2329468 ◽

1997 ◽

Vol 52 (5) ◽

pp. 1881 ◽

Cited By ~ 155

Author(s):

Giorgio de Santis ◽

Bruno Gerard

Keyword(s):

Asset Pricing ◽

Portfolio Diversification ◽

International Asset Pricing ◽

Time Varying

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International Asset Pricing and Portfolio Diversification with Time-Varying Risk

The Journal of Finance ◽

10.1111/j.1540-6261.1997.tb02745.x ◽

1997 ◽

Vol 52 (5) ◽

pp. 1881-1912 ◽

Cited By ~ 300

Author(s):

GIORGIO DE SANTIS ◽

BRUNO GERARD

Keyword(s):

Asset Pricing ◽

Portfolio Diversification ◽

International Asset Pricing ◽

Time Varying

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International Asset Pricing and Portfolio Diversification with Time-Varying Risk

CFA Digest ◽

10.2469/dig.v28.n3.305 ◽

1998 ◽

Vol 28 (3) ◽

pp. 13-14

Author(s):

Charles F. Peake

Keyword(s):

Asset Pricing ◽

Portfolio Diversification ◽

International Asset Pricing ◽

Time Varying

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International asset pricing with time-varying risk premia

Journal of International Economics ◽

10.1016/0022-1996(81)90035-0 ◽

1981 ◽

Vol 11 (4) ◽

pp. 573-587 ◽

Cited By ~ 59

Author(s):

Robert J. Hodrick

Keyword(s):

Asset Pricing ◽

Risk Premia ◽

International Asset Pricing ◽

Time Varying

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International Asset Pricing and Time-Varying Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.965751 ◽

2007 ◽

Author(s):

Devraj Basu ◽

Chi-Hsiou Hung ◽

Alexander Stremme

Keyword(s):

Asset Pricing ◽

Risk Premia ◽

International Asset Pricing ◽

Time Varying

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Regionalism, Political Risk and Capital Market Segmentation in International Asset Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.255176 ◽

2001 ◽

Cited By ~ 10

Author(s):

Vince J. Hooper ◽

Richard Heaney

Keyword(s):

Asset Pricing ◽

Market Segmentation ◽

Capital Market ◽

Political Risk ◽

International Asset Pricing ◽

Capital Market Segmentation

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An Asset Pricing Model with Time-varying Elasticity of Intertemporal Substitution

SSRN Electronic Journal ◽

10.2139/ssrn.486130 ◽

2004 ◽

Cited By ~ 1

Author(s):

Aleksandar Georgiev

Keyword(s):

Asset Pricing ◽

Time Varying ◽

Pricing Model ◽

Intertemporal Substitution ◽

Asset Pricing Model ◽

Elasticity Of Intertemporal Substitution

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International Asset Pricing: Evidence from the Cross Section of Implied Cost of Capital

SSRN Electronic Journal ◽

10.2139/ssrn.485762 ◽

2003 ◽

Cited By ~ 8

Author(s):

Charles M.C. Lee ◽

David Ng ◽

B. Swaminathan

Keyword(s):

Asset Pricing ◽

Cross Section ◽

Cost Of Capital ◽

International Asset Pricing ◽

Implied Cost Of Capital ◽

The Cross

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A Three-Moment International Asset-Pricing Model: Theory and Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.845770 ◽

2005 ◽

Cited By ~ 7

Author(s):

Vihang R. Errunza ◽

Oumar Sy

Keyword(s):

Asset Pricing ◽

Model Theory ◽

International Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model

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An Empirical Test of the International Asset Pricing Factors : The Case of Consumer and Capital Goods Industry

INTERNATIONAL BUSINESS REVIEW ◽

10.21739/ibr.2000.12.4.1.61 ◽

2000 ◽

Vol 4 (1) ◽

pp. 61

Author(s):

Sang-Gun Lee ◽

Chang-Wan Kim

Keyword(s):

Asset Pricing ◽

Empirical Test ◽

International Asset Pricing ◽

Capital Goods ◽

Pricing Factors

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International asset pricing with alternative distributional specifications

Journal of Empirical Finance ◽

10.1016/0927-5398(93)90007-e ◽

1993 ◽

Vol 1 (1) ◽

pp. 107-131 ◽

Cited By ~ 76

Author(s):

Campbell R. Harvey ◽

Guofu Zhou

Keyword(s):

Asset Pricing ◽

International Asset Pricing

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