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Volumn 12, Issue 4, 1996, Pages 483-493

Modelling optimal strategies for the allocation of wealth in multicurrency investments

Author keywords

ARCH models; Forecasting; Optimal portfolios; Random coefficient models

Indexed keywords


EID: 16144367833     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(96)00673-5     Document Type: Article
Times cited : (2)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.