Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

scientific article; zbMATH DE number 1500693

From MaRDI portal
Publication:4501718
Jump to:navigation, search

zbMATH Open0957.91045MaRDI QIDQ4501718FDOQ4501718


Authors: Maria Bonilla, Amparo Medal Edit this on Wikidata


Publication date: 2 April 2001



Title of this publication is not available (Why is that?)



Recommendations

  • International Equity Portfolios and Currency Hedging: The Viewpoint of German and Hungarian Investors
  • Internationally Diversified Investment Using an Integrated Portfolio Model
  • International portfolio choice under multi-factor stochastic volatility
  • British Investment Overseas 1870–1913: A Modern Portfolio Theory Approach*
  • An international portfolio optimization model hedged with forward currency contracts


zbMATH Keywords

investmentsportfolio diversificationreturn-risk framework


Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)



Cited In (3)

  • International diversification benefits with foreign exchange investment styles
  • International Equity Portfolios and Currency Hedging: The Viewpoint of German and Hungarian Investors
  • British Investment Overseas 1870–1913: A Modern Portfolio Theory Approach*





This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4501718)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4501718&oldid=18591759"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 7 February 2024, at 07:49. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki