Mean-Variance Market Timing in the FX Market
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Optimal Factor Strategy in FX Markets
Thomas Andreas Maurer; Thuy Duong To; Ngoc-Khanh Tran
London School of Economics and Political Science
University of Hong Kong
Washington University in St. Louis- London School of Economics & Political Science (LSE)
- The University of Hong Kong
- Washington University in St. Louis - John M. Olin Business School
UNSW Sydney- Research Network (United States)
- Financial Research Network (FIRN)
- University of New South Wales, Sydney
- Virginia Tech
- Finance Dept., Pamplin College of Business, Virginia Tech
- Olin Business School- Washington University in St. Louis
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