An algorithm for international portfolio selection and optimal currency hedging
Markus Rudolf; Heinz Zimmermann
| Year of publication: |
1994
|
|---|---|
| Authors: | Rudolf, Markus ; Zimmermann, Heinz |
| Publisher: |
St. Gallen : Hochsch. St. Gallen, Volkswirtschaftl. Abt. |
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Hedging | Portfolio-Investition | Foreign portfolio investment | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm |
| Extent: | 20 Bl graph. Darst |
|---|---|
| Series: | Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics. - St. Gallen : SEPS, Dep. of Economics, ZDB-ID 2370935-2. - Vol. 9409 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000151201