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International Equity Diversification: Small-Cap Versus Small-Market Effects
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Modelling emerging market risk premia using higher moments
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The variation of certain speculative prices
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Portfolio selection with skewness: A multiple-objective approach
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A characterization of the distributions that imply mean—Variance utility functions
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Does industrial structure explain the benefits of international diversification?
inferredcites →https://doi.org/10.1016/j.jbankfin.2004.06.032openalex-extracted
Firm characteristics and the impact of emerging market liberalizations
inferredcites →https://doi.org/10.1016/j.jbankfin.2009.07.026openalex-extracted
International diversification strategies: Revisited from the risk perspective
inferredcites →https://doi.org/10.1016/j.jbankfin.2010.08.020openalex-extracted
International diversification: A copula approach
inferredcites →https://doi.org/10.1016/j.jempfin.2009.11.002openalex-extracted
An empirical investigation of stock market behavior in the Middle East and North Africa
inferredcites →https://doi.org/10.1016/j.jfineco.2007.12.005openalex-extracted
High idiosyncratic volatility and low returns: International and further U.S. evidence
inferredcites →https://doi.org/10.1016/j.jimonfin.2007.06.007openalex-extracted
Financial integration and the price of world covariance risk: Large- vs. small-cap stocks
inferredcites →https://doi.org/10.1016/s0378-4266(02)00261-3openalex-extracted
Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets
inferredcites →https://doi.org/10.1016/s0378-4266(96)00032-5openalex-extracted
Portfolio selection and skewness: Evidence from international stock markets
inferredcites →https://doi.org/10.1016/s0378-4266(97)00044-7openalex-extracted
Fundamental determinants of national equity market returns: A perspective on conditional asset pricing
inferredcites →https://doi.org/10.1016/s0927-5398(01)00022-6openalex-extracted
Testing for mean-variance spanning: a survey
inferredcites →https://doi.org/10.1016/s0927-5398(02)00027-0openalex-extracted
Diversification benefits of emerging markets subject to portfolio constraints
inferredcites →https://doi.org/10.1017/s0022109000003604openalex-extracted
International Diversification with Large- and Small-Cap Stocks
inferredcites →https://doi.org/10.1086/260061openalex-extracted
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/294632openalex-extracted
The Variation of Certain Speculative Prices
inferredcites →https://doi.org/10.1093/rfs/15.3.783openalex-extracted
Are the Fama and French Factors Global or Country Specific?
inferredcites →https://doi.org/10.1093/rfs/7.3.507openalex-extracted
Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility
inferredcites →https://doi.org/10.1093/rfs/8.3.773openalex-extracted
Predictable Risk and Returns in Emerging Markets
inferredcites →https://doi.org/10.1111/0022-1082.00247openalex-extracted
Conditional Skewness in Asset Pricing Tests
inferredcites →https://doi.org/10.1111/0022-1082.00340openalex-extracted
Extreme Correlation of International Equity Markets
inferredcites →https://doi.org/10.1111/j.1354-7798.2006.00309.xopenalex-extracted
Optimal Portfolio Allocation under Higher Moments
inferredcites →https://doi.org/10.1111/j.1540-6261.1952.tb01525.xopenalex-extracted
PORTFOLIO SELECTION*
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On the Effects of Barriers to International Investment
inferredcites →https://doi.org/10.1111/j.1540-6261.1987.tb03917.xopenalex-extracted
Mean-Variance Spanning
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb03747.xopenalex-extracted
The World Price of Covariance Risk
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04626.xopenalex-extracted
Structural and Return Characteristics of Small and Large Firms
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04398.xopenalex-extracted
The Cross-Section of Expected Stock Returns
inferredcites →https://doi.org/10.1177/097265270700700103openalex-extracted
Risk and Return in the Next Frontier
inferredcites →https://doi.org/10.20955/wp.2005.006openalex-extracted
Optimal Portfolio Choice under Regime Switching, Skew and Kurtosis Preferences
inferredcites →https://doi.org/10.2139/ssrn.1108216openalex-extracted
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
inferredcites →https://doi.org/10.2139/ssrn.796194openalex-extracted
Predictable Risk and Returns in Emerging Markets
inferredcites →https://doi.org/10.2139/ssrn.826046openalex-extracted
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/2328335openalex-extracted
Theory of Financial Decision Making.
inferredcites →https://doi.org/10.2307/2329224openalex-extracted
Diversification, Integration and Emerging Market Closed-End Funds
inferredcites →https://doi.org/10.2469/faj.v30.n4.48openalex-extracted
Why Not Diversify Internationally Rather Than Domestically?
inferredcites →https://doi.org/10.2469/faj.v52.n1.1961openalex-extracted
Where Are the Gains from International Diversification?
inferredcites →https://doi.org/10.2469/faj.v56.n1.2330openalex-extracted
Dispersion as Cross-Sectional Correlation
inferredcites →https://doi.org/10.2469/faj.v56.n5.2389openalex-extracted
The Increasing Importance of Industry Factors
inferredcites →https://doi.org/10.3386/w13739openalex-extracted
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
inferredcites →https://doi.org/10.3386/w9466openalex-extracted
Efficiency and the Bear: Short Sales and Markets around the World
inferredcites →https://doi.org/10.3905/jpm.1985.409007openalex-extracted
Persuasive evidence of market inefficiency
inferredcites →https://doi.org/10.3905/jpm.1996.9openalex-extracted
Should Japan be Underweighted in a Non-U.S Equity Benchmark?
inferredcites →https://doi.org/10.3905/jpm.2009.35.2.050openalex-extracted
Investing in Global Equities: An Alternative Approach to Structuring Equity Portfolios
inferredcites →https://doi.org/10.1017/s0022109000003446openalex-snapshot
Characterizing World Market Integration through Time
inferredcites →https://doi.org/10.3905/jpm.1997.409606openalex-snapshot
Parallels Between the Cross-Sectional Predictability of Stock and Country Returns
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Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.1016/b978-0-12-803776-8.00007-0openalex-snapshot
An Assessment of the Real Development Prospects of the EU 28 Frontier Equity Markets
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