Optimal currency portfolio with implied return distribution in the mean-variance approach
Yuta Hibiki, Takuya Kiriu, Norio Hibiki
| Year of publication: |
2024
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|---|---|
| Authors: | Hibiki, Yuta ; Kiriu, Takuya ; Hibiki, Norio |
| Subject: | Currency portfolio | Mean-variance approach | Portfolio optimization | Recovery theorem | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-023-09414-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014548364