Construction of currency portfolios by means of an optimized investment strategy

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Authors: Spyros K. Chandrinos, Nikos D. Lagaros

Journal title: Operations Research Perspectives

Journal number: 5

Journal publisher: Elsevier BV

Published year: 2018

Published pages: 32-44

DOI identifier: 10.1016/j.orp.2018.01.001

ISSN: 2214-7160