Title of article

Computing optimal multi-currency mean-variance portfolios

Author/Authors

Berc Rustem، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 1995

Pages

8

From page

901

To page

908

Keywords

Currency risk , Portfolio optimization , International diversification , Quadratic mean-variance analysis

Journal title

Journal of Economic Dynamics and Control

Serial Year

1995

Journal title

Journal of Economic Dynamics and Control

Record number

237309