Cointegration-based optimisation of currency portfolios

Journal of Derivatives & Hedge Funds 2011 / 8 Vol. 17; Iss. 2

Cointegration-based optimisation of currency portfolios

Dunis, Christian L, Laws, Jason, Shone, Adam
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Volume:
17
Language:
english
Journal:
Journal of Derivatives & Hedge Funds
DOI:
10.1057/jdhf.2011.11
Date:
August, 2011
File:
PDF, 209 KB
english, 2011
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