Market Timing and Predictability in FX Markets

DOI10.1093/rof/rfac014OpenAlexW4214885296MaRDI QIDQ5880518

Thuy-Duong Tô, Thomas Maurer, Ngoc-Khanh Tran

Publication date: 3 March 2023

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfac014

zbMATH Keywords

exchange ratesmean-variance optimizationmarket timingestimation errorsrisk limitsFX marketsleverage limits

Mathematics Subject Classification ID

Financial markets (91G15)

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