International portfolio selection model with exchange rate risk
From MaRDI portal
Publication:5282778
Recommendations
- Hedging the exchange rate risk for international portfolios
- International portfolio choice under multi-factor stochastic volatility
- Integrated dynamic models for hedging international portfolio risks
- Portfolio choice, exchange rates, and indeterminacy
- scientific article; zbMATH DE number 1304952
- An international portfolio optimization model hedged with forward currency contracts
- A Dynamic Equilibrium Model of International Portfolio Holdings
- Two-stage international portfolio models with higher moment risk measures
- International portfolio optimization based on uncertainty theory
- Uncertainty portfolio model in cross currency markets
Cites work
- A fuzzy portfolio selection model with background risk
- A possibilistic approach to selecting portfolios with highest utility score
- A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
- scientific article; zbMATH DE number 1983123 (Why is no real title available?)
- International portfolio choice in an overlapping generations model with transaction costs
- On possibilistic mean value and variance of fuzzy numbers
- Operations on fuzzy numbers
- Possibilistic mean-standard deviation models to portfolio selection for bounded assets
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Uncertainty portfolio model in cross currency markets
Cited in
(3)
This page was built for publication: International portfolio selection model with exchange rate risk
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5282778)
