SSRN Electronic Journal · 2002 · 33 citations · 17 references
BusinessBusiness EconomicsFinanceFinancial EconomicsInvestment ManagementPortfolio ManagementAsset Return ModelingGlobal Portfolio ManagementInternational DiversificationInvestmentPortfolio DiversificationPortfolio TheoryEmpirical EvaluationGlobal EquityInternational Portfolio ChoiceInvestment Diversification Across CountriesMeasurement Of Relative PerformanceRelative Performance AnalysisSectoral DiversificationSectoral Foreign Direct Investment Diversification
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Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
The Cross-Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 5.5K citations
Value versus Growth: The International Evidence
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1998 · 2.1K citations
Do Industries Explain Momentum?
Tobias J. Moskowitz, Mark Grinblatt · The Journal of Finance · 1999 · 1.9K citations · Full text
Why Not Diversify Internationally Rather Than Domestically?
Bruno Solnik · Financial Analysts Journal · 1974 · 911 citations
Business, Risk Management, Strategy +17