An international portfolio optimization model hedged with forward currency contracts (Q1000444)

From MaRDI portal
Revision as of 21:41, 30 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
An international portfolio optimization model hedged with forward currency contracts
scientific article

    Statements

    title
    An international portfolio optimization model hedged with forward currency contracts (English)
    0 references
    author
    Ken-ichi Suzuki
    0 references
    Hiroshi Konno
    0 references
    Munetaka Morjiri
    0 references
    publication date
    6 February 2009
    0 references
    zbMATH DE Number
    5503466
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1000444&oldid=12991309"
    Powered by MediaWiki