Dynamic capital allocation: exploiting persistent patterns in currency performance

DOI10.1080/14697680600699720MaRDI QIDQ5484643zbMATH OpenOpenAlexFDO

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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