On Universal Currency Hedges

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

International Portfolio Choice and Corporation Finance: A Synthesis

1983 • 1,374 citations

An equilibrium model of the international capital market

1974 • 1,180 citations

Optimal Hedging Policies

1984 • 981 citations

A model of international asset pricing

1981 • 846 citations

On the Effects of Barriers to International Investment

1981 • 662 citations

International capital market equilibrium with investment barriers

1974 • 570 citations

A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership

1986 • 350 citations

The Free Lunch in Currency Hedging: Implications for Investment Policy and Peformance Standards

1988 • 243 citations

The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets

1989 • 195 citations

Capital Flow Controls, International Asset Pricing, and Investors' Welfare: A Multi‐Country Framework

1989 • 159 citations

Equilibrium Exchange Rate Hedging

1990 • 156 citations

Universal Hedging: Optimizing Currency Risk and Reward in International Equity Portfolios

1995 • 113 citations

Futures markets and commodity options: Hedging and optimality in incomplete markets

1984 • 89 citations

Exchange risk surprises in international portfolios

1986 • 71 citations