Currency-hedging optimization for multi-asset portfolios
Year of publication: |
2018
|
---|---|
Authors: | Guo, Helen ; Ryan, Laura |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 44.2018, 2, p. 100-113
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
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