Tadas E. Viskanta

First Chicago Investment Management Co.

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 4,642

SSRN RANKINGS

Top 4,642

in Total Papers Downloads

8,716

CITATIONS
Rank 19,605

SSRN RANKINGS

Top 19,605

in Total Papers Citations

34

Scholarly Papers (5)

1.

Political Risk, Economic Risk and Financial Risk

Fuqua School of Business Working Paper No. 9606
Number of pages: 41 Posted: 08 May 2000
Claude B. Erb, Campbell R. Harvey and Tadas E. Viskanta
TR, Duke University - Fuqua School of Business and First Chicago Investment Management Co.
Downloads 5,335 (1,324)
Citation 3

Abstract:

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Country Risk Assessment, Mean-Reverision of Risk, Country Trading Strategies, Risk Exposure

2.

Expected Returns and Volatility in 135 Countries

Number of pages: 28 Posted: 23 Dec 2005
Claude B. Erb, Campbell R. Harvey and Tadas E. Viskanta
TR, Duke University - Fuqua School of Business and First Chicago Investment Management Co.
Downloads 1,864 (8,066)
Citation 8

Abstract:

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International cost of capital, country hurdle rates, forecasting volatility, forecasting correlation, country rate of return, country risk, political risk, credit ratings, risk ratings, hitting time

3.

The Influence of Political, Economic and Financial Risk on Expected Fixed Income Returns

Number of pages: 30 Posted: 25 Oct 2005
Claude B. Erb, Campbell R. Harvey and Tadas E. Viskanta
TR, Duke University - Fuqua School of Business and First Chicago Investment Management Co.
Downloads 645 (39,590)

Abstract:

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global bond strategies, predicting bond returns, trading strategies, interest rates, political risk, economic risk, financial risk, country risk, trading strategies, active management

4.

The Cross-Sectional Determinants of Emerging Equity Market Returns

Number of pages: 46 Posted: 25 Oct 2005
Columbia Business School - Finance and Economics, TR, Duke University - Fuqua School of Business and First Chicago Investment Management Co.
Downloads 508 (53,952)
Citation 11

Abstract:

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emerging market returns, predicting equity returns, factors, active management, market integration, asset allocation, emerging markets, time-varying integration

5.

Demographics and International Investment

Number of pages: 30 Posted: 31 Oct 2005
Claude B. Erb, Campbell R. Harvey and Tadas E. Viskanta
TR, Duke University - Fuqua School of Business and First Chicago Investment Management Co.
Downloads 364 (80,724)

Abstract:

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global investment, population, international stock returns, asset allocation, active management, risk premium