Estimating the Correlation Structure of International Share Prices

A Simplified Model for Portfolio Analysis

1963 • 2,673 citations

Applied Economic Forecasting

1967 • 1,293 citations

International Diversification of Investment Portfolios

1970 • 1,168 citations

Internationally Diversified Portfolios: Welfare Gains and Capital Flows

1968 • 1,034 citations

Why Not Diversify Internationally Rather Than Domestically?

1974 • 900 citations

A NOTE ON USING CROSS‐SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS

1973 • 467 citations

World, Country, and Industry Relationships in Equity Returns: Implications for Risk Reduction through International Diversification

1976 • 307 citations

INTERNATIONAL PORTFOLIO DIVERSIFICATION: A MULTIVARIATE ANALYSIS FOR A GROUP OF LATIN AMERICAN COUNTRIES

1973 • 283 citations

An Empirical Evaluation of Alternative Portfolio-Selection Models

1967 • 280 citations

AN EMPIRICAL TEST OF THE ALTERNATIVE HYPOTHESES OF NATIONAL AND INTERNATIONAL PRICING OF RISKY ASSETS

1977 • 276 citations

Applied Economic Forecasting

1967 • 249 citations

ESTIMATING THE DEPENDENCE STRUCTURE OF SHARE PRICES —IMPLICATIONS FOR PORTFOLIO SELECTION

1973 • 247 citations

“ARE BETAS BEST?”†

1978 • 114 citations

On the optimality of international capital market integration

1975 • 77 citations

An International Market Model of Security Price Behavior

1974 • 58 citations

FRENCH MUTUAL FUND PERFORMANCE: EVALUATION OF INTERNATIONALLY‐DIVERSIFIED PORTFOLIOS

1973 • 58 citations