Exchange Rate Risk and the Optimal Diversification of Foreign Currency Holdings
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Bibliographic InfoArticle provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.
Volume (Year): 10 (1978)
Issue (Month): 4 (November)
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879
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- Raquel J. Fonseca & Steve Zymler & Wolfram Wiesemann & Berc Rustem, 2009. "Robust Optimization of Currency Portfolios," Working Papers 012, COMISEF.
- Marc Miles & Marion Stewart, 1980. "The effects of risk and return on the currency composition of money demand," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 116(4), pages 613-626, December.
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