Equity Markets and Optimal Portfolio Diversification

Equity Markets and Optimal Portfolio Diversification

"Introduction: THe Internationalization of Equity Markets," in The Internationalization of Equity Markets,(University of Chicago Press, Chicago), 1994.  NBER WP 4590,1993.

"The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market" with C. Engel, K. Froot, and A. Rodrigues, Journal of Empirical Finance 2, 1995, 3-18.

"Portfolio Crowding Out Empirically Estimated," Quarterly Journal of Economics 100, 1985, 1041-1065.   NBER WP 1205, September 1983.

"Portfolio Shares as `Beta-Breakers': A Test of CAPM," Journal of Portfolio Management 11, no. 4, Summer 1985, 18-23.

 

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