مرکز منطقه ای اطلاع رساني علوم و فناوري - Computing optimal multi-currency mean-variance portfolios

Title of article :

Computing optimal multi-currency mean-variance portfolios

Author/Authors :

Berc Rustem، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1995

Pages :

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

Link To Document :