Optimal Portfolio of Foreign Currencies with Borrowing and Lending
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Bibliographic InfoArticle provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.
Volume (Year): 13 (1981)
Issue (Month): 3 (August)
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879
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- Tang, Gordon Y. N., 1996. "Impact of investment horizon on currency portfolio diversification," International Business Review, Elsevier, vol. 5(1), pages 99-116, February.
- Mun, Kyung-Chun & Emir Morgan, George, 2003. "Bank foreign exchange and interest rate risk management: simultaneous versus separate hedging strategies," Journal of Financial Intermediation, Elsevier, vol. 12(3), pages 277-297, July.
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