Futures price modeling under exchange rate volatility and its multi-period semi-variance portfolio selection (Q5494679): Difference between revisions
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Revision as of 21:39, 5 March 2024
scientific article; zbMATH DE number 6322543
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Futures price modeling under exchange rate volatility and its multi-period semi-variance portfolio selection |
scientific article; zbMATH DE number 6322543 |
Statements
Futures price modeling under exchange rate volatility and its multi-period semi-variance portfolio selection (English)
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29 July 2014
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four-factor model
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multi-period semi-variance portfolio
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exchange rate
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futures
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hybrid GA with PSO
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economic systems
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finance
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partial differential equations
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genetic algorithms
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