The diversification of currency loans: A comparison between safety-first and mean-variance criteria (Q1330576)

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scientific article; zbMATH DE number 609677
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The diversification of currency loans: A comparison between safety-first and mean-variance criteria
scientific article; zbMATH DE number 609677

    Statements

    The diversification of currency loans: A comparison between safety-first and mean-variance criteria (English)
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    21 July 1994
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    finance
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    currency loan problem
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    portfolio selection
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    chance-constrained programming
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