An intrinsic robust rank-one-approximation approach for currency portfolio optimization
Year of publication: |
2018
|
---|---|
Authors: | Huang, Hongxuan ; Zhang, Zhengjun |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 2.2018, 1, p. 160-189
|
Subject: | currency portfolio optimization | foreign exchange rate | robust rank one approximation | virtual standard currency | modified power method | variables reduction | Portfolio-Management | Portfolio selection | Theorie | Theory | Wechselkurs | Exchange rate | Robustes Verfahren | Robust statistics |
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