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What Determines Expected International Asset Returns?
Harvey, Campbell R.; Solnik, Bruno; Zhou, Guofu - In: Annals of Economics and Finance 3 (2002) 2, pp. 249-298
This paper characterizes the forces that determine time-variation in expected international asset returns. We offer a number of innovations. By using the latent factor technique, we do not have to prespecify the sources of risk. We solve for the latent premiums and characterize their...
Persistent link: https://www.econbiz.de/10009144912
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Is the correlation in international equity returns constant: 1960-1990?
Longin, Francois; Solnik, Bruno - In: Journal of International Money and Finance 14 (1995) 1, pp. 3-26
Persistent link: https://www.econbiz.de/10005397477
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L'intérêt d'une diversification internationale
Solnik, Bruno - In: Revue d'Économie Financière 19 (1991) 4, pp. 77-94
Persistent link: https://www.econbiz.de/10010979772
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PORTFOLIO MANAGEMENT - Dispersion as Cross-Sectional Correlation - The dispersion of national stock markets is a new way to estimate instantaneously their global correlation
Solnik, Bruno; Roulet, Jacques - In: Financial analysts' journal : FAJ 56 (2000) 1, pp. 54-61
Persistent link: https://www.econbiz.de/10006290566
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European capital markets : towards a theory of an international capital market
Solnik, Bruno - 1972
Persistent link: https://www.econbiz.de/10004847783
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Global investments
Solnik, Bruno; McLeavey, Dennis - 2009 - 6. ed., Pearson internat. ed.
Persistent link: https://www.econbiz.de/10004919076
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Marchés financiers : gestion de portefeuille et des risques
Jacquillat, Bertrand; Solnik, Bruno; Pérignon, Christophe - 2009 - 5. éd.
Persistent link: https://www.econbiz.de/10004945020
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L'intérêt d'une diversification internationale
Solnik, Bruno H. - In: Revue d'économie financière : revue trimestrielle de … (1991), pp. 77-94
Persistent link: https://www.econbiz.de/10010080523