Sparse and stable international portfolio optimization and currency risk management-Reference-Cited by-同舟云学术

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Sparse and stable international portfolio optimization and currency risk management

Published:2023-12 Issue: Volume:139 Page:102949
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Burkhardt Raphael,Ulrych Urban^ORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. Optimal currency hedging for international equity portfolios;Boudoukh;Financ. Anal. J.,2019

2. The sampling error in estimates of mean-variance efficient portfolio weights;Britten-Jones;J. Finance,1999

3. Sparse and stable Markowitz portfolios;Brodie;Proc. Natl. Acad. Sci.,2009

4. Dynamic currency hedging for international stock portfolios;Brown;Rev. Futures Mark.,2012

5. Global currency hedging;Campbell;J. Finance,2010

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Dynamic currency hedging with non-Gaussianity and ambiguity;Quantitative Finance;2024-01-31

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