An International Equity and Currency Optimisation with Frictions Article

Barroso, Pedro, Reichenecker, Jurij-Andrei, Reichenecker, Michael R et al. (2023). An International Equity and Currency Optimisation with Frictions .

cited authors

  • Barroso, Pedro; Reichenecker, Jurij-Andrei; Reichenecker, Michael R; Rouxelin, Florent

authors

publication date

  • July 20, 2023

keywords

  • asset allocation
  • currency overlay
  • portfolio choice
  • portfolio optimization