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Optimal currency hedging in- and out-of-sample
Kinlaw, Will; Kritzman, Mark - In: The journal of asset management 10 (2009/10) 1, pp. 22-36
Persistent link: https://www.econbiz.de/10003853604
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Mean-variance versus full-scale optimisation: in and out of sample
Adler, Timothy; Kritzman, Mark - In: The journal of asset management 7 (2007) 5, pp. 302-311
Persistent link: https://www.econbiz.de/10007599218
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Countries versus industries in Europe: a normative portfolio approach
Estrada, Javier; Kritzman, Mark; Myrgren, Simon; Page, … - In: The journal of asset management 6 (2005-06) 2, pp. 85-103
Persistent link: https://www.econbiz.de/10007270100
Cover Image
Optimal currency hedging in- and out-of-sample
Kinlaw, Will; Kritzman, Mark - In: The journal of asset management 10 (2009/10) 1, pp. 22-36
Persistent link: https://www.econbiz.de/10009871036