Strategic asset allocation and international investing: The conventional approach misses the potential for risk reduction

Journal of Portfolio Management

Volumn 27, Issue 1, 2000, Pages 53-60

  Grinold, Richard C ^a   Meese, Richard A ^a  

^a Federal Service for Surveillance on Consumer Rights Protection and Human Well Being   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035238736     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2000.319783     Document Type: Article

References (7)

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2. Grinold, Richard C. "Domestic Grapes from Imported Wine." The Journal of Portfolio Management, Special Issue, 1996.
3. Jorion, Philippe. "Asset Allocation with Hedged and Unhedged Foreign Stocks and Bonds." In Lee R. Thomas, ed., The Currency-Hedging Debate. London: IFR Publishing, Ltd., 1990.
4. _. "Mean/ Variance Analysis of Currency Overlays." Financial Analysts Journal, May/June 1994.
5. Miller, George. "The Magical Number Seven, Plus or Minus Two: Some Limits on Our Capacity for Processing Information." The Psychological Review, March 1956.
6. Sharpe, William F., and Lawrence G. Tint. "Liabilities - A New Approach." The Journal of Portfolio Management, Winter 1990.
7. Thomas, Lee R. ed., The Currency-Hedging Debate. London: IFR Publishing Ltd., 1990.