外汇市场中的均值-方差市场时机选择

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学术论文

Optimal Factor Strategy in FX Markets

作者Market Timing and Predictability in FX Markets [点击查看论文]

机构
  • 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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