author = { Burkhardt, Raphael AND Ulrych, Urban },

title = { Sparse and stable international portfolio optimization and currency risk management },

edition = { This Version: January 2022 } ,

publisher = {Swiss Finance Institute},

keywords = { International Asset Allocation , Currency Risk Management , Currency Overlay , Shrinkage Estimation , Regularization , Mean-Variance Optimization , Graue Literatur },

year = {2022},

booktitle = {Research paper series / Swiss Finance Institute ; no 22, 07},

address = { Geneva },

url = { http://slubdd.de/katalog?TN_libero_mab2 }