Linear programming in the foreign exchange markets (Q1272738)
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scientific article; zbMATH DE number 1234945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear programming in the foreign exchange markets |
scientific article; zbMATH DE number 1234945 |
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Linear programming in the foreign exchange markets (English)
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3 January 1999
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This article demonstrates the use of a linear programming model to achieve an optimal allocation of liquid funds among various currencies in different countries. The model takes into account interest rates, projected changes in currency values, relative risk and corporate policies and safeguards.
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optimal allocation of liquid funds
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0.662759006023407
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0.6600871086120605
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0.658140242099762
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