---
title: Sparse International Portfolio Optimization
url: https://www.ml-quant.com/papers/ssrn/4575065/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4575065
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4575065
featured: 2023-09-21
citations: unknown
topic: Portfolio & Allocation
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4575065
- Identifier: SSRN 4575065
- Released: 2022-01-12
- First featured: Quant Letter No. 16 (2023-09-21): https://www.ml-quant.com/issues/2023-09-21/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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