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Volumn 23, Issue 1, 1996, Pages 9-22

Twenty years of international equity investing: Still a route to higher returns and lower risks?

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0030637387     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1996.409579     Document Type: Article
Times cited : (29)

References (28)
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  • 11
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    • The cross-section of expected returns
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    • Fama, Eugene, and Kenneth French. "The Cross-Section of Expected Returns." Journal of Finance, June 1992.
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  • 12
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    • Hawawini, Gabriel, and Donald Keim. "On the Cross-Sectional Behavior of Common Stock Returns: A Review of the Evidence Around the World." In William Ziemba and Donald Keim, eds., Security Market Imperfections in Worldwide Equity Markets. Cambridge: Cambridge University Press, 1997, forthcoming.
    • (1997) Security Market Imperfections in Worldwide Equity Markets
    • Hawawini, G.1    Keim, D.2
  • 15
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    • Asset allocation with hedged and unhedged foreign assets
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    • World, country, and industry relationships in equity returns
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    • The markowitz optimization enigma: Is 'optimized' optimal?
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