Dynamic allocations for currency futures under switching regimes signals (Q323115)
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scientific article; zbMATH DE number 6636374
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| English | Dynamic allocations for currency futures under switching regimes signals |
scientific article; zbMATH DE number 6636374 |
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Dynamic allocations for currency futures under switching regimes signals (English)
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7 October 2016
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investment analysis
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currency futures
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carry trade
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regime identification
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mean-semivariance portfolio optimization
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0.6979567408561707
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0.6979567408561707
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0.6903677582740784
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0.6871484518051147
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0.6814491748809814
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