Optimal multi-currency investment strategies with exact attribution in three Asian countries
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- Cornelis A. Los, 2004. "Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries," Finance 0409047, University Library of Munich, Germany.
References listed on IDEAS
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- Glen, Jack & Jorion, Philippe, 1993. "Currency Hedging for International Portfolios," Journal of Finance, American Finance Association, vol. 48(5), pages 1865-1886, December.
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Cited by:
- Cornelis A. Los, 2004. "Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data," Finance 0409033, University Library of Munich, Germany.
- Los, Cornelis A., 1999.
"Galton's Error and the under-representation of systematic risk,"
Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1793-1829, December.
- Cornelis A. Los, 2004. "Galton's Error and the Under-Representation of Systematic Risk," Finance 0409041, University Library of Munich, Germany.
- Cornelis A. Los, 2004. "Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution," Finance 0409038, University Library of Munich, Germany.
- Cornelis A. Los, 2004. "Measuring Financial Cash Flow and Term Structure Dynamics," Finance 0409046, University Library of Munich, Germany.
- Cornelis A. Los, 2004. "Model Uncertainty, Complexity and Rank in Finance," Econometrics 0411013, University Library of Munich, Germany.
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More about this item
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
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