Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Mean-semivariance portfolio optimization"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Carry trade
1
Currency derivative
1
Currency futures
1
Currency speculation
1
Devisenmarkt
1
Financial analysis
1
Finanzanalyse
1
Foreign exchange market
1
Hedging
1
Investment analysis
1
Mean-semivariance portfolio optimization
1
Portfolio selection
1
Portfolio-Management
1
Regime identification
1
Theorie
1
Theory
1
Währungsderivat
1
Währungsspekulation
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Mulvey, John M.
1
Reus, Lorenzo
1
Published in...
All
European journal of operational research : EJOR
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic allocations for currency futures under switching regimes signals
Reus, Lorenzo
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
253
(
2016
)
1
,
pp. 85-93
Persistent link: https://www.econbiz.de/10011477369
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
