Understanding the interplay between covariance forecasting factor models and risk-based portfolio allocations in currency carry trades
| Year of publication: |
2018
|
|---|---|
| Authors: | Ames, Matthew ; Bagnarosa, Guillaume ; Peters, Gareth W. ; Shevchenko, Pavel V. |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 0277-6693, ZDB-ID 2001645-1. - Vol. 37.2018, 8 (25.02.), p. 805-831
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2505 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012081974