Journal of Business Finance & Accounting · 1996 · 10 citations · 22 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsInternational FinanceFinancial RiskForeign Exchange MarketsForeign Exchange RiskInternational Financial MarketsMarket RiskRisk-return AnalysisExchange Rate Risk ExposureForeign Exchange Risk AnalysisInternational Correlation Structure
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The arbitrage theory of capital asset pricing
Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations
Economic Forces and the Stock Market
Nai‐Fu Chen, Richard Roll, Stephen A. Ross · The Journal of Business · 1986 · 5.4K citations
Modern Portfolio Theory and Investment Analysis.
Keith Smith, Edwin J. Elton, M. J. Gruber · The Journal of Finance · 1982 · 3.1K citations
An equilibrium model of the international capital market
Bruno Solnik · Journal of Economic Theory · 1974 · 1.2K citations
The Exchange-Rate Exposure of U.S. Multinationals
Philippe Jorion · The Journal of Business · 1990 · 1.2K citations