Performance analysis of portfolio optimisation strategies : evidence from the exchange market
Jason Narsoo
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Narsoo, Jason |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 9.2017, 6, p. 124-132
|
| Subject: | portfolio optimization | exchange rates | performance measures | value-at-risk | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Risikomaß | Risk measure | Theorie | Theory | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v9n6p124 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011675890