Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection

The Journal of Finance

Volumn 43, Issue 1, 1988, Pages 197-215

  EUN, CHEOL S ^a   RESNICK, BRUCE G ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84977720148     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1988.tb02597.x     Document Type: Article

References (20)

1. “International Portfolio Choice and Corporation Finance: A Synthesis.”
2. “Exchange Risk Surprises in International Portfolios.”
3. “The Forward Exchange Rate and the Prediction of the Future Spot Rate.”
4. “Optimal Hedging of Uncertain and Long‐Term Foreign Exchange Exposure.”
5. “Estimating the Dependence Structure of Share Prices—Implications for Portfolio Selection.”
6. “Estimating the Correlation Structure of International Share Prices.”
7. “Currency Factor in International Portfolio Diversification.”
8. “International Diversification under Estimation Risk: Actual vs Potential Gains.”
9. “Flexible Exchange Rates, Prices and the Role of News: Lessons from the 1970's.”
10. “Transactions Costs and Interest Arbitrage: Tranquil versus Turbulent Periods.”
11. “Internationally Diversified Portfolios: Welfare Gains and Capital Flows.”
12. “Putting Markowitz Theory to Work.”
13. “International Portfolio Diversification with Estimation Risk.”
14. “Bayes‐Stein Estimation for Portfolio Analysis.”
15. “World, Country and Industry Relationships in Equity Returns: Implications for Risk Reduction through International Diversification.”
16. “International Diversification of Investment Portfolios.”
17. “A Hedge Strategy for International Portfolios.”
18. “An Analytic Derivation of the Efficient Portfolio Frontier.”
19. “Why Not Diversify Internationally?”