Computing currency invariant indices with an application to minimum variance currency baskets
type: Item
instance of: scholarly article
title: Computing currency invariant indices with an application to minimum variance currency baskets
zbMATH Open document ID: 1200.91253
DOI: 10.1016/S0165-1889(02)00087-8
author: Nikolai V. Hovanov
author: James W. Kolari
author: Mikhail V. Sokolov
publication date: 2008-11-06T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91G99
zbMATH DE Number: 5362807
zbMATH Keywords: currency index
zbMATH Keywords: currency basket
zbMATH Keywords: minimal variance
zbMATH Keywords: numeraire
zbMATH Keywords: international finance
zbMATH Keywords: world money
MaRDI profile type: Publication
cites work: Q5588318
cites work: Q3281164
cites work: Q5602916
cites work: Convergent sequences of regular measures
cites work: Computing optimal multi-currency mean-variance portfolios
full work available at URL: s0165-1889(02)00087-8
OpenAlex ID: W3123633321
Wikidata QID: Q125895019
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5362807