International portfolio diversification, asset-return determination and foreign exchange risk premium under uncertainty
Year of publication: |
1992
|
---|---|
Authors: | Yamakawa, Tetsufumi |
Subject: | Portfolio-Management | Portfolio selection | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Theorie | Theory |
-
Consumption, stock returns, and the gains from international risk-sharing
Lewis, Karen K., (1996)
-
Aggregate risk, asset prices, and international portfolio diversification
Julliard, Christian, (2005)
-
Consumption, Stock Returns, and the Gains from International Risk-Sharing
Lewis, Karen K., (1996)
- More ...
-
In search of risk premium : impirical evidence based on generalized consumption; beta model
Yamakawa, Tetsufumi, (1989)
-
Japanese monetisation : many shades of grey
Brookes, Martin, (1999)
-
Japan NPL disposal : opening a Pandora's box?
Yamakawa, Tetsufumi, (2001)
- More ...