#  Equity Markets and Optimal Portfolio Diversification 

 



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"[Introduction: THe Internationalization of Equity Markets](https://www.nber.org/chapters/c6270.pdf)," in [*The Internationalization of Equity Markets*](https://www.nber.org/books/fran94-1) (University of Chicago Press, Chicago), 1994. [NBER WP 4590](https://www.nber.org/papers/w4590),1993.

“[The Integration of Secondary Equity Markets in Europe](/file_url/1290), [and the Barriers Posed by Separate Currencies](/file_url/1291),” Chapter 10 \["Exchange Rates and the Single Currency"\], in *The European Equity Markets: The State of the Union and an Agenda for the Millennium*, edited by Benn Steil (European Capital Markets Institute, Copenhagen), 1996.

["The Constrained Asset Share Estimation (CASE) Method:](/file_url/717) [Testing Mean-Variance Efficiency of the U.S. Stock Market](/file_url/1424)," with C. Engel, K. Froot, and A. Rodrigues, [*Journal of Empirical Finance* 2, 1995, 3-18](https://www.sciencedirect.com/science/article/abs/pii/0927539894000085).

"[Portfolio Crowding Out, Empirically Estimated](https://academic.oup.com/qje/article-abstract/100/Supplement/1041/1918340)," [*Quarterly Journal of Economics*](http://www.jstor.org/journals/00335533.html) 100, 1985, 1041-1065. [NBER WP 1205](https://www.nber.org/papers/w1205), September 1983.

"Portfolio Shares as `Beta-Breakers': A Test of CAPM," [*Journal of Portfolio Management* 11, no. 4, Summer 1985](https://www.pm-research.com/content/iijpormgmt/11/4/18), 18-23.

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 See also:- [ Equity Markets and Optimal Portfolio Diversification ](/financial-markets-terms/equity-markets-and-optimal-portfolio-diversification)