@article{JSFS_1993__134_1_87_0, author = {Parent, Antoine}, title = {La part du franc dans les portefeuilles internationaux}, journal = {Journal de la Soci\'et\'e de statistique de Paris}, pages = {87--104}, publisher = {Soci\'et\'e de statistique de Paris}, volume = {134}, number = {1}, year = {1993}, language = {fr}, url = {http://www.numdam.org/item/JSFS_1993__134_1_87_0/} }
TY - JOUR AU - Parent, Antoine TI - La part du franc dans les portefeuilles internationaux JO - Journal de la Société de statistique de Paris PY - 1993 SP - 87 EP - 104 VL - 134 IS - 1 PB - Société de statistique de Paris UR - http://www.numdam.org/item/JSFS_1993__134_1_87_0/ LA - fr ID - JSFS_1993__134_1_87_0 ER -
Parent, Antoine. La part du franc dans les portefeuilles internationaux. Journal de la Société de statistique de Paris, Volume 134 (1993) no. 1, pp. 87-104. http://www.numdam.org/item/JSFS_1993__134_1_87_0/
Universal Hedging : How to Optimize Currency Risk and Reward in International Equity Portfolios", Financial Analysts Journal, July, August 1989, vol. 45, n° 4.
, "Asset Allocation : Combining Investor Views with Market Equilibrium", Goldman-Sachs, Fixed income research series, september 1990.
, and "Global Asset Allocation with Equities, Bonds and Currencies", Goldman-Sachs, Fixed income research series, october 1991.
, and "Efficient Capital Markets", The Journal of Finance, vol. XLVI, n° 5, December 1991.
"