Performance of currency portfolios chosen by a Bayesian technique: 1967-1985
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- Bernard Dumas & Betrand Jacquillat, "undated". "Performance of Currency Portfolios Chosen by a Bayesian Technique: 1967-1985," Rodney L. White Center for Financial Research Working Papers 18-87, Wharton School Rodney L. White Center for Financial Research.
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Cited by:
- Jondeau, E. & Rockinger, M., 2002.
"Asset Allocation in Transition Economies,"
Working papers
90, Banque de France.
- Michael Rockinger & Eric Jondeau, 2002. "Asset Allocation in Transition Economies," Working Papers hal-00597773, HAL.
- Ando, Tomohiro, 2009. "Bayesian portfolio selection using a multifactor model," International Journal of Forecasting, Elsevier, vol. 25(3), pages 550-566, July.
- Srichander Ramaswamy, 1997. "Global asset allocation in fixed income markets," BIS Working Papers 46, Bank for International Settlements.
- Sweeney, Richard J., 2006. "Mean Reversion in G-10 Nominal Exchange Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 41(3), pages 685-708, September.
- Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), 2008. "Handbook on Information Technology in Finance," International Handbooks on Information Systems, Springer, number 978-3-540-49487-4, November.
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