Sparse International Portfolio Optimization
A study shows that a regularized joint optimization approach for multicurrency asset allocation surpasses traditional strategies, enhancing portfolio performance and currency risk management.
Featured in No. 16 on 21 Sep 2023 ·
- Released
- 12 Jan 2022
- First featured
- No. 16 · 21 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4575065
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).