Dynamic allocations for currency investment strategies
Kei Nakagawa and Ryuta Sakemoto
| Year of publication: |
2023
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|---|---|
| Authors: | Nakagawa, Kei ; Sakemoto, Ryuta |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 29.2023, 10, p. 1207-1228
|
| Subject: | Currency portfolio | economic value | out-of-sample predictability | portfolio optimization | risk diversification | Theorie | Theory | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2022.2100715 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014322998