WorldCat Identities

Solnik, Bruno H. 1946-

Overview
Works: 75 works in 396 publications in 5 languages and 3,593 library holdings
Roles: Author, Redactor, Thesis advisor, Honoree
Publication Timeline
.
Most widely held works by Bruno H Solnik
International investments by Bruno H Solnik( Book )

94 editions published between 1987 and 2007 in 5 languages and held by 1,379 WorldCat member libraries worldwide

Provides comprehensive coverage of international investment concepts and theories. This book is useful for advanced undergraduates and MBA students, and for professionals working in the investments area
Marchés financiers gestion de portefeuille et des risques by Bertrand Jacquillat( Book )

37 editions published between 1989 and 2014 in French and held by 481 WorldCat member libraries worldwide

European capital markets: towards a general theory of international investment by Bruno H Solnik( Book )

18 editions published in 1973 in English and held by 372 WorldCat member libraries worldwide

Gestion financère by Bruno H Solnik( Book )

24 editions published between 1980 and 2005 in French and Undetermined and held by 271 WorldCat member libraries worldwide

Global investments by Bruno H Solnik( Book )

27 editions published between 2008 and 2014 in English and Chinese and held by 232 WorldCat member libraries worldwide

"Global Investments, the Sixth Edition of the previously titled International Investments, provides accessible coverage of international capital markets using numerous examples to illustrate the applications of concepts and theories. The new title reflects the current understanding that the distinction between domestic and international is no longer relevant and that asset management is global. This book is ideal for CFA® (Chartered Financial Analyst) candidates, advanced finance undergraduates, and MBA students, and it has been selected by the CFA Institute as part of the curriculum to deliver the Candidate Body of Knowledge for the CFA."--Publisher's website
Les marches financiers et la gestion de portefeuille by Bertrand Jacquillat( Book )

23 editions published between 1974 and 1987 in French and held by 116 WorldCat member libraries worldwide

Présente les développements les plus récents de la théorie moderne des marchés financiers, des analyses sur les principaux marchés confirmant ces développements, et l'application à la gestion des portefeuilles. Ouvrage clair, pédagogique, agrémenté de nombreux tableaux et graphiques
Systeme monetaire international et risque de change by Bruno H Solnik( Book )

8 editions published between 1978 and 2001 in French and Undetermined and held by 83 WorldCat member libraries worldwide

La programmation lineaire dans la gestion de l entreprise by Bruno H Solnik( Book )

13 editions published between 1969 and 1985 in French and held by 77 WorldCat member libraries worldwide

Théorie, conception et gestion des systèmes by Richard Arvid Johnson( Book )

2 editions published in 1970 in French and held by 68 WorldCat member libraries worldwide

What determines expected international asset returns? by Campbell R Harvey( Book )

12 editions published in 1994 in English and held by 63 WorldCat member libraries worldwide

This paper characterizes the forces that determine time-variation in expected international asset returns. We offer a number of innovations. By using the latent factor technique, we do not have to prespecify the sources of risk. We solve for the latent premiums and characterize their time-variation. We find evidence that the first factor premium resembles the expected return on the world market portfolio. However, the inclusion of this premium alone is not sufficient to explain the conditional variation in the returns. We find evidence of a second factor premium which is related to foreign exchange risk. Our sample includes new data on both international industry portfolios and international fixed income portfolios. We find that the two latent factor model performs better in explaining the conditional variation in asset returns than a prespecified two factor model. Finally, we show that differences in the risk loadings are important in accounting for the cross-sectional variation in the international returns
The World price of foreign exchange risk by Bernard Dumas( Book )

15 editions published between 1993 and 1994 in English and held by 63 WorldCat member libraries worldwide

We consider a world capital market in which the investor population is heterogenous. Investors of different countries differ in the prices of goods at which they consume the income from their investments. In such a setting, the international CAPM incorporates rewards for exchange rate risk, in addition to the traditional reward for market-covariance risk. The aim of the paper is to determine whether these additional risk premia empirically playa significant role in the pricing of securities. The test being conducted is a test of a conditional version of the CAPM. It builds on the recent empirical literature which points out that stock market returns may, to some extent, be predicted on the basis of a number of instrumental variables, such as interest rates and dividend yields. All previous tests of the international CAPM with exchange risk premia have been tests of the unconditional version and have been inconclusive
La programmation linéaire by Bruno H Solnik( Book )

11 editions published between 1969 and 1972 in French and held by 46 WorldCat member libraries worldwide

Fundamental considerations in cross-border investment : the European view by Bruno H Solnik( Book )

5 editions published in 1994 in English and held by 33 WorldCat member libraries worldwide

Predictable time-varying components of international asset returns by Bruno H Solnik( Book )

5 editions published between 1993 and 1994 in English and held by 32 WorldCat member libraries worldwide

Extreme correlation of international equity markets by François Michel Longin( Book )

12 editions published in 2000 in English and held by 26 WorldCat member libraries worldwide

Mercados financieros y gestión de carteras de valores by Bertrand Jacquillat( )

4 editions published in 1975 in Spanish and held by 19 WorldCat member libraries worldwide

Arbitrage et évaluation internationale des actifs financiers by Patrice Fontaine( Book )

2 editions published in 1988 in French and held by 19 WorldCat member libraries worldwide

Utilisation des taux de change à terme comme prédicteurs du taux de change futur by Richard Roll( Book )

6 editions published in 1975 in French and held by 11 WorldCat member libraries worldwide

La Valeur des entreprises multinationales : une étude empirique à partir des cours boursiers des sociétés européennes et américaines by Bertrand Jacquillat( Book )

3 editions published in 1976 in French and held by 9 WorldCat member libraries worldwide

The predictability of international asset returns by Bruno H Solnik( Book )

3 editions published in 1991 in English and held by 7 WorldCat member libraries worldwide

 
moreShow More Titles
fewerShow Fewer Titles
Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.73 (from 0.61 for European c ... to 0.91 for La Valeur ...)

International investments
Alternative Names
Solnik, B. 1946-

Solnik, B. H.

Solnik, B. H. 1946-

Solnik, B. H. (Bruno H.), 1946-

Solnik, Bruno

Solnik, Bruno économiste

Solnik, Bruno H.

Solnik, Bruno H. 1946-

Solnik Bruno Henri

Solnik, Bruno Henri 1946-

ソルニック, ブルーノ

Languages
English (177)

French (127)

Spanish (8)

Japanese (3)

Chinese (3)

Covers
Global investmentsExtreme correlation of international equity markets