International Portfolio Optimisation with Integrated Currency Overlay Costs and Constraints
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Cited by:
- Nonthachote Chatsanga & Andrew J. Parkes, 2017. "Two-Stage Stochastic International Portfolio Optimisation under Regular-Vine-Copula-Based Scenarios," Papers 1704.01174, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-OPM-2016-11-13 (Open Economy Macroeconomics)
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