Optimizing currency factors
Minyou Fan, Fearghal Kearney, Youwei Li, Jiadong Liu
| Year of publication: |
2025
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|---|---|
| Authors: | Fan, Minyou ; Kearney, Fearghal ; Li, Youwei ; Liu, Jiadong |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Oxford : Wiley-Blackwell, ISSN 1540-6288, ZDB-ID 2068470-8. - Vol. 60.2025, 4, p. 1389-1414
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| Subject: | currency factor | foreign exchange | forward market | multiple hypothesis testing | portfolio optimization | Portfolio-Management | Portfolio selection | Theorie | Theory | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/fire.70000 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015470992