TY - GEN
AU - Burkhardt, Raphael
AU - Ulrych, Urban
TI - Sparse and stable international portfolio optimization and currency risk management
ET - This Version: January 2022
PB - Swiss Finance Institute
KW - International Asset Allocation
KW - Currency Risk Management
KW - Currency Overlay
KW - Shrinkage Estimation
KW - Regularization
KW - Mean-Variance Optimization
KW - Graue Literatur
PY - 2022
BT - Research paper series / Swiss Finance Institute ; no 22, 07
CY - Geneva
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -
Download citation