Currency Hedging for International Portfolios

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

A Test of the Efficiency of a Given Portfolio

1989 • 2,325 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

A model of international asset pricing

1981 • 846 citations

Performance Hypothesis Testing with the Sharpe and Treynor Measures

1981 • 799 citations

The Pricing of Exchange Rate Risk in the Stock Market

1991 • 637 citations

The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets

2014 • 628 citations

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

1992 • 534 citations

The "Speculative Efficiency" Hypothesis

1981 • 440 citations

Evaluating the Performance of International Mutual Funds

1990 • 396 citations

Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection

1988 • 354 citations

Using Generalized Method of Moments to Test Mean‐Variance Efficiency

1991 • 292 citations

Potential performance and tests of portfolio efficiency

1982 • 274 citations

Cross Hedging

1981 • 263 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

Equilibrium Exchange Rate Hedging

1990 • 156 citations

Nonnormalities and Tests of Asset Pricing Theories

1989 • 127 citations

Asset allocation with hedged and unhedged foreign stocks and bonds

1989 • 108 citations

A Mean-Variance Framework for Tests of Asset Pricing Models

1989 • 97 citations

A generalisation of the international asset pricing model

1980 • 87 citations

A Monte Carlo investigation of the accuracy of multivariate CAPM tests

1985 • 68 citations

Equity risk premia and the pricing of foreign exchange risk

1992 • 67 citations

Exchange risk and international diversification in bond and equity portfolios

1991 • 56 citations

On Universal Currency Hedges

1992 • 40 citations

Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets

2023 • 34 citations