Computing optimal multi-currency mean-variance portfolios
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Publication:673679
DOI10.1016/0165-1889(94)00812-VzbMath0900.90035MaRDI QIDQ673679
Publication date: 28 February 1997
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Related Items
Robust international portfolio management, A general framework for predicting returns from multiple currency investments, Computing currency invariant indices with an application to minimum variance currency baskets, Robust hedging strategies
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