Maximally predictable currency portfolios
Year of publication: |
2022
|
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Authors: | Harris, Richard D. F. ; Shen, Jian ; Yilmaz, Fatih |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 128.2022, p. 1-15
|
Subject: | Currencies | Maximally predictable portfolio | Momentum and reversals | Predictability | Trading strategies | Theorie | Theory | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Prognose | Forecast |
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