Optimal currency portfolio with implied return distribution in the mean-variance approach (Q6563715)
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scientific article; zbMATH DE number 7872892
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| English | Optimal currency portfolio with implied return distribution in the mean-variance approach |
scientific article; zbMATH DE number 7872892 |
Statements
Optimal currency portfolio with implied return distribution in the mean-variance approach (English)
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27 June 2024
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portfolio optimization
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currency portfolio
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mean-variance approach
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recovery theorem
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