"International Portfolio Optimisation with Integrated Currency Overlay ..."

Nonthachote Chatsanga, Andrew J. Parkes (2016)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  - journals/corr/ChatsangaP16
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  - https://dblp.org/rec/journals/corr/ChatsangaP16
Nonthachote Chatsanga, Andrew J. Parkes:
International Portfolio Optimisation with Integrated Currency Overlay Costs and Constraints. CoRR abs/1611.01463 (2016)

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