"International portfolio optimisation with integrated currency overlay ..."

Nonthachote Chatsanga, Andrew J. Parkes (2017)

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DOI: 10.1016/J.ESWA.2017.04.009

access: closed

type: Journal Article

metadata version: 2022-08-25

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Nonthachote Chatsanga, Andrew J. Parkes:
International portfolio optimisation with integrated currency overlay costs and constraints. Expert Syst. Appl. 83: 333-349 (2017)

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