Giorgio De Santis

International Asset Pricing and Portfolio Diversification with Time‐Varying Risk

Giorgio De Santis, Bruno Gérard · The Journal of Finance · 1997 · 755 citations

Empirical Finance, Volatility Modeling, Asset Allocation +20

How big is the premium for currency risk?1We thank Geert Bekaert, Tim Bollerslev, Peter Bossaerts, Mark Carhart, John Cochrane, Magnus Dahlquist, Wayne Ferson, Linda Goldberg, Campbell Harvey, Pierre Hillion, Robert Hodrick (the referee), Olivier Ledoit, John Matsusaka, Hans Mikkelsen, Angel Serrat and Ivo Welch, as well as workshop participants at INSEAD, University of California at Los Angeles, University of Southern California, University of Rochester, Southern Methodist University, University of California – Irvine, Koc University and participants at the 1996 UBC Global Investment Conference (Whistler, BC), 1996 Western Finance Association meetings (Sunriver, OR), 1996 European Finance Association meetings (Oslo, Norway), 1996 NBER Asset Pricing meeting (Evanston, IL), and the 1997 Econometric Society winter meetings (New Orleans, LA) for their comments. The paper was written while the second author was visiting the Anderson School at UCLA. Both authors acknowledge the financial support of a CIBEAR grant.1

Giorgio De Santis, Bruno Gérard · Journal of Financial Economics · 1998 · 492 citations

Stock returns and volatility in emerging financial markets

Giorgio De Santis, Selahattın İmrohoroğlu · Journal of International Money and Finance · 1997 · 469 citations

Emerging Market, Volatility Modeling, Financial Economics +6

International Asset Pricing and Portfolio Diversification with Time-Varying Risk

Giorgio De Santis, Bruno Gérard · The Journal of Finance · 1997 · 252 citations

Empirical Finance, Volatility Modeling, Asset Allocation +16

Adipose-Derived Mesenchymal Stem Cells as Stable Source of Tumor Necrosis Factor–Related Apoptosis-Inducing Ligand Delivery for Cancer Therapy

Giulia Grisendi, Rita Bussolari, Luigi Cafarelli et al. · Cancer Research · 2010 · 243 citations

Apoptosis, Cell Death, Stem Cell Migration +25