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International portfolio choice and corporation finance : a survey

Adler, Michael; Dumas, Bernard - 1981

Persistent link: https://www.econbiz.de/10001801107

International portfolio choice and corporation finance : a synthesis

Adler, Michael; Dumas, Bernard - In: The journal of finance : the journal of the American … 38 (1983) 3, pp. 925-984

Persistent link: https://www.econbiz.de/10001801122

Hedging with futures in an intertemporal portfolio context

Adler, Michael; Detemple, Jérôme B. - 1987

Persistent link: https://www.econbiz.de/10000739200

Exchange risk surprises in international portfolios : some equity markets are super-nominal!

Adler, Michael - In: The journal of portfolio management : a publication of … 12 (1986) 2, pp. 44-53

Persistent link: https://www.econbiz.de/10001114292

On universal currency hedges

Adler, Michael - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 1, pp. 19-38

Persistent link: https://www.econbiz.de/10001122228

On the optimal hedge of a nontraded cash position

Adler, Michael - In: The journal of finance : the journal of the American … 43 (1988) 1, pp. 143-153

Persistent link: https://www.econbiz.de/10001057973

Partial- vs general-equilibrium models of the international capital market

Dumas, Bernard - 1993

Persistent link: https://www.econbiz.de/10000874458

Partial- vs general-equilibrium models of the international capital market

Dumas, Bernard - 1993

Persistent link: https://www.econbiz.de/10000881671

Partial- Vs. General-Equilibrium Models of the International Capital Market

Dumas, Bernard - 1993

In this essay, I discuss and compare two ways of modeling international capital market equilibrium: the orthodox, general-equilibrium approach and the heterodox, partial-equilibrium CAPM (Capital Asset Pricing Model) approach. The benchmark for this comparison is the model's ability to provide...

Persistent link: https://www.econbiz.de/10012474500

Partial- vs general-equilibrium models of the international capital market

Dumas, Bernard - 1994

Persistent link: https://www.econbiz.de/10000885516