An international portfolio optimization model hedged with forward currency contracts
From MaRDI portal
Publication:1000444
DOI10.1023/A:1009656805019zbMath1153.91566MaRDI QIDQ1000444
Munetaka Morjiri, Hiroshi Konno, Ken-ichi Suzuki
Publication date: 6 February 2009
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
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