Computing currency invariant indices with an application to minimum variance currency baskets (Q953658): Difference between revisions
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Property / cites work: Computing optimal multi-currency mean-variance portfolios / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/s0165-1889(02)00087-8 / rank | |||
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Latest revision as of 23:41, 31 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Computing currency invariant indices with an application to minimum variance currency baskets |
scientific article |
Statements
Computing currency invariant indices with an application to minimum variance currency baskets (English)
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6 November 2008
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currency index
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currency basket
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minimal variance
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numeraire
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international finance
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world money
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