Pages that link to "Item:Q1000444"
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The following pages link to An international portfolio optimization model hedged with forward currency contracts (Q1000444):
Displaying 5 items.
- Computing optimal multi-currency mean-variance portfolios (Q673679) (← links)
- Applications of the integrated approach to international portfolio optimization (Q1000510) (← links)
- Robust hedging strategies (Q1761191) (← links)
- Development and calibration of a currency trading strategy using global optimization (Q2392749) (← links)
- International portfolio selection model with exchange rate risk (Q5282778) (← links)