A profitable currency portfolio strategy : learning from connectedness
Wenhao Wang, Feifei Cai, Ziyi Hong, Ruiqi Liu, Qingyi Zhang
| Year of publication: |
2025
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|---|---|
| Authors: | Wang, Wenhao ; Cai, Feifei ; Hong, Ziyi ; Liu, Ruiqi ; Zhang, Qingyi |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 76.2025, Art.-No. 106952, p. 1-8
|
| Subject: | Cosine similarity of currency positions | Currency portfolios | Dynamic connectedness | Machine learning | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2025.106952 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015410355