An algorithm for international portfolio selection and optimal currency hedging
Year of publication: |
1994
|
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Authors: | Rudolf, Markus |
Other Persons: | Zimmermann, Heinz (contributor) |
Publisher: |
St. Gallen |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Hedging | Portfolio-Investition | Foreign portfolio investment | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm |
Extent: | 20 Bl. |
---|---|
Series: | Discussion paper. - St. Gallen : Volkswirtschaftl. Abt. d. Hochschule, ZDB-ID 2237887-X. - Vol. 9409 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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