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Optimal multi-currency investment strategies with exact attribution in three Asian countries

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Author Info
Los, Cornelis A.

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Article provided by Elsevier in its journal Journal of Multinational Financial Management.

Volume (Year): 8 (1998)
Issue (Month): 2-3 (September)
Pages: 169-198
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Handle: RePEc:eee:mulfin:v:8:y:1998:i:2-3:p:169-198

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Chapman, David A, 1997. " Approximating the Asset Pricing Kernel," Journal of Finance, American Finance Association, vol. 52(4), pages 1383-1410, September. [Downloadable!] (restricted)
  2. Glen, Jack & Jorion, Philippe, 1993. " Currency Hedging for International Portfolios," Journal of Finance, American Finance Association, vol. 48(5), pages 1865-86, December. [Downloadable!] (restricted)
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  1. Cornelis A. Los, 2004. "Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data," Finance 0409033, EconWPA. [Downloadable!]
  2. Cornelis A. Los, 2004. "Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution," Finance 0409038, EconWPA. [Downloadable!]
  3. Cornelis A. Los, 2004. "Model Uncertainty, Complexity and Rank in Finance," Econometrics 0411013, EconWPA. [Downloadable!]
  4. Cornelis A. Los, 2004. "Measuring Financial Cash Flow and Term Structure Dynamics," Finance 0409046, EconWPA. [Downloadable!]
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