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  • Search: subject:"Mean-variance optimization,Exchange rates"
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Year of publication
Subject
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Devisenmarkt 1 Estimation errors 1 Exchange rate 1 FX markets 1 Forecasting model 1 Foreign exchange market 1 Leverage limits 1 Market timing 1 Mean-variance optimization,Exchange rates 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Risiko 1 Risk 1 Risk limits 1 Theorie 1 Theory 1 Time 1 Wechselkurs 1 Zeit 1
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Online availability
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Free 1
Type of publication
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Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Maurer, Thomas 1 To, Thuy Duong 1 Tran, Ngoc-Khanh 1
Published in...
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Review of finance : journal of the European Finance Association 1
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ECONIS (ZBW) 1
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Market timing and predictability in FX markets
Maurer, Thomas; To, Thuy Duong; Tran, Ngoc-Khanh - In: Review of finance : journal of the European Finance … 27 (2023) 1, pp. 223-246
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