An algorithm for international portfolio selection and optimal currency hedging
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 |
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