Optimal and naive diversification in currency markets
Year of publication: |
October 2017
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Authors: | Ackermann, Fabian ; Pohl, Walter ; Schmedders, Karl |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 63.2017, 10, p. 3347-3360
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Subject: | carry trade | currency | mean-variance analysis | portfolio optimization | Portfolio-Management | Portfolio selection | Theorie | Theory | Devisenmarkt | Foreign exchange market | Währungsspekulation | Currency speculation | Währungsrisiko | Exchange rate risk |
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