Equity Markets and Optimal Portfolio Diversification

The Internationalization of Equity Markets, Introduction,  University of Chicago Press, Chicago, 1994.

"The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market" (with C. Engel, K. Froot, and A. Rodrigues), Journal of Empirical Finance 2, 1995, 3-18.

"Portfolio Crowding Out Empirically Estimated," Quarterly Journal of Economics 100 (1985), 1041-1065.

"Portfolio Shares as `Beta-Breakers': A Test of CAPM," Journal of Portfolio Management 11, no. 4 (Summer 1985), 18-23.

"The Internationalization of Equity Markets: Introduction" in The Internationalization of Equity Markets, J.Frankel, ed., the University of Chicago Press, Chicago, 1994.