INTERNATIONAL DIVERSIFICATION OF EQUITIES AND FIXED‐INCOME SECURITIES

A Simplified Model for Portfolio Analysis

1963 • 2,673 citations

Internationally Diversified Portfolios: Welfare Gains and Capital Flows

1968 • 1,034 citations

The Effects of International Operations on the Market Value of the Firm: Theory and Evidence

1981 • 370 citations

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

1977 • 276 citations

THE RELATIONS AMONG EQUITY MARKETS: A STUDY OF SHARE PRICE CO‐MOVEMENTS IN THE UNITED STATES, UNITED KINGDOM, GERMANY AND JAPAN

1972 • 274 citations

Stocks, Bonds, Bills, and Inflation: Year-by-Year Historical Returns (1926-1974)

1976 • 205 citations

TESTING INTERNATIONAL ASSET PRICING: SOME PESSIMISTIC VIEWS

1977 • 134 citations

International Portfolio Diversification and the Inter-Temporal Stability of International Stock Market Relationships, 1957-78

1981 • 103 citations

The United States market wealth portfolio*

1979 • 75 citations

Capital Market Seasonality: The Case of Bond Returns

1979 • 52 citations

European Capital Markets

2000 • 49 citations

Performance of the Sharpe Portfolio Selection Model: A Comparison

1976 • 47 citations

Managing Foreign Assets When Foreign Exchange Markets Are Efficient

1977 • 41 citations

Exchange Rate Risk and the Optimal Diversification of Foreign Currency Holdings

1978 • 20 citations

Bias in Estimating Portfolio Alpha and Beta Scores

1974 • 16 citations

Mixed Security Testing of Alternative Portfolio Selection Models

1977 • 14 citations