Dynamic capital allocation: exploiting persistent patterns in currency performance

DOI10.1080/14697680600699720zbMATH Open1136.91424OpenAlexW2044491510MaRDI QIDQ5484643FDOQ5484643

Authors: Collin Crownover 

Publication date: 21 August 2006

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680600699720

Mathematics Subject Classification ID

Cites Work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Cited In (1)

• Improving performance for long-term investors: wide diversification, leverage, and overlay strategies

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