Computing optimal multi-currency mean-variance portfolios (Q673679)
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scientific article; zbMATH DE number 985704
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| English | Computing optimal multi-currency mean-variance portfolios |
scientific article; zbMATH DE number 985704 |
Statements
Computing optimal multi-currency mean-variance portfolios (English)
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28 February 1997
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Currency risk
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Portfolio optimization
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Quadratic mean-variance analysis
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International diversification
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0.7635117769241333
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0.763106644153595
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0.7569743990898132
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0.752809464931488
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