Computing optimal multi-currency mean-variance portfolios
Berc Rustem
| Year of publication: |
1995
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|---|---|
| Authors: | Rustem, Berç |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 19.1995, 5, p. 901-908
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| Subject: | Portfolio-Management | Portfolio selection | Internationaler Finanzmarkt | International financial market | Devisenmarkt | Foreign exchange market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001184980