Bruno Henri Solnik

Bruno Henri Solnik's AcademicInfluence.com Rankings

Bruno Henri Solnik

Business

#758

World Rank

#833

Historical Rank

Finance

#84

World Rank

#89

Historical Rank

business Degrees

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Business

Bruno Henri Solnik's Degrees

PhD Finance University of California, Berkeley
Masters Finance University of California, Berkeley
Bachelors Economics University of California, Berkeley

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Bruno Henri Solnik's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Extreme Correlation of International Equity Markets (2000) (2509)
Is the Correlation in International Equity Returns Constant: 1960-90? (1995) (1931)
An equilibrium model of the international capital market (1974) (1092)
Why Not Diversify Internationally Rather Than Domestically (1974) (943)
The World Price of Foreign Exchange Risk (1993) (857)
International Market Correlation and Volatility (1996) (487)
THE INTERNATIONAL PRICING OF RISK: AN EMPIRICAL INVESTIGATION OF THE WORLD CAPITAL MARKET STRUCTURE (1974) (464)
Using Financial Prices to Test Exchange Rate Models: A Note (1987) (315)
International Arbitrage Pricing Theory (1983) (263)
On the term structure of default premia in the Swap and Libor markets (2001) (239)
The Relation between Stock Prices and Inflationary Expectations: The International Evidence (1983) (229)
Day-of-the-week effect on the Paris Bourse (1990) (210)
Multinationals are Poor Tools for Diversification (1978) (195)
The performance of international asset allocation strategies using conditioning information (1993) (194)
Dispersion as Cross-Sectional Correlation (2000) (178)
Lessons for International Asset Allocation (1993) (174)
Applying Regret Theory to Investment Choices: Currency Hedging Decisions (2008) (146)
TESTING INTERNATIONAL ASSET PRICING: SOME PESSIMISTIC VIEWS (1977) (145)
Note on the Validity of the Random Walk for European Stock Prices (1973) (135)
Correlation Structure of International Equity Markets During Extremely Volatile Periods (1998) (123)
What Determines Expected International Asset Returns? (1994) (121)
A pure foreign exchange asset pricing model (1977) (86)
Global Pricing of Equity (2001) (83)
Optimal international asset allocation (1982) (78)
The Market Model Applied to European Common Stocks: Some Empirical Results (1974) (74)
The world price of exchange rate risk (1992) (70)
A multi-country test of the Fisher model for stock returns (1997) (57)
A Global Equilibrium Asset Pricing Model with Home Preference (2011) (56)
An International Market Model of Security Price Behavior (1974) (54)
An equilibrium model of international capital markets (1974) (54)
European capital markets: towards a general theory of international investment (1973) (41)
The Distribution of Daily Stock Returns and Settlement Procedures: The Paris Bourse (1990) (39)
International risk sharing and capital mobility (1989) (38)
Global Asset Management (1998) (37)
Inflation and Optimal Portfolio Choices (1978) (35)
International parity conditions and exchange risk : A review (1978) (34)
Currency Hedging and Siegel's Paradox: On Black's Universal Hedging Rule (1993) (32)
International Factors of Stock Price Behavior (1988) (31)
On some parity conditions encountered frequently in international economics (1979) (29)
Equity Home Bias and Regret: An International Equilibrium Model (2008) (29)
Stock Prices and Monetary Variables: The International Evidence (1984) (29)
Emerging Markets Are Catching Up: Economic or Financial Integration? (2019) (26)
Optimal currency hedge ratios and interest rate risk (1992) (26)
An empirical study of risk under fixed and flexible exchange (1977) (23)
Relative Optimism and the Home Bias Puzzle (2016) (21)
Swap Pricing and Default Risk: A Note (1990) (20)
A Global Approach to Money Management (1976) (19)
The World Price of Foreign Exchange Risk: Some Synthetic Comments (1997) (18)
Global Optimization for Swiss Pension Funds (1995) (16)
Characterizing Global Financial and Economic Integration Using Cash Flow Expectations (2014) (11)
Drivers of Economic and Financial Integration: A Machine Learning Approach (2020) (10)
International Correlation Asymmetries: Frequent-But-Small and Infrequent-But-Large Equity Returns (2016) (9)
Pacific Basin Stock Markets and International Diversification (1991) (8)
International investments - 3/E. (2002) (8)
Global Considerations for Portfolio Construction (2002) (6)
International Pricing of risk (1974) (5)
The Relationship Between Stock Returns and Inflationary Expectations : the International Evidence (1983) (5)
European capital markets: towards a theory of an international capital market. (1972) (4)
An Empirical Investigation of the Determinants of National Interest Rates Differences (1982) (4)
The Pricing of Domestic and Multinational Firms (1999) (4)
Global investments 6th Ed. (2014) (4)
Dependence Structure of International Equity Markets During Extremely Volatile Periods (1998) (3)
International Risk Sharing and Capital Flows (1989) (3)
The Individuality of Universal hedging (1990) (3)
Optimal Currency Hedge Ratios: The Influence of the Interest Rate Differential (1989) (3)
Global Asset Management: To Hedge or not to Hedge (1998) (3)
International Diversification for Swiss Pension Funds (1991) (3)
Are Financial Market Expectations Driven by Some Form of National Preference (2007) (2)
Fundamental Considerations in Cross-Border Investment: The European View (1994) (2)
Hedging Currency Risk : a Regret-Theoretic Approach (2005) (2)
Session Topic: Capital Asset Pricing Models in an International Context (1974) (1)
Emerging Markets Are Catching Up: Economic or Financial Integration? - CORRIGENDUM (2020) (1)
Eurobonds : Determinants of the Demand for Capital and the Interest Rate Structure (1975) (1)
Does Extreme Correlation Matter in Global Equity Asset Allocation? (2018) (1)
Multinational Firms : A Poor Tool for International Diversification (1978) (1)
The Application of the Continuous-Time Theory of Finance to Swap Valuation: A Comment on Robert Merton (1989) (1)
International risk sharing and capital mobility: reply (1992) (1)
Finance Theory and Investment Management (1991) (0)
Computing Complexities of Foreign Investment (1984) (0)
On Some International Parity Conditions (1979) (0)
Capital market equilibrium has been extensively studied in the recent past, mostly in a mean-variance framework. In a perfect capital market with riskless assets and homogenous expectations among risk-averse investors, Sharpe (2016) (0)
Comment: «The Application of the Continuous-Time Theory of Finance to swap Valuation» (1989) (0)
Integrated Markets: Economic or Financial Integration? (2018) (0)
Lessons for International Diversification (1993) (0)
El Effecto Dia en la Bolsa de Paris (1990) (0)
The behavior of European stock markets (2017) (0)
International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Returns (2013) (0)
COMMON STOCKS: SOME EMPIRICAL RESULTS (2016) (0)
The Impact of International Diversification: A Study of the French Mutual Fund Industry (2018) (0)
Why invest in foreign currency bonds? (Summer 1986) (1998) (0)
Equilibrium Exchange Rate Hedging (2016) (0)
A Semi Analytical Derivation of the Efficient Frontier (1981) (0)
An Empirical Study of Exchange Risk Under Fixed and Flexible Exchange (1977) (0)
A global approach to money management (Summer 1976) (2021) (0)