Work

Optimal currency diversification for a class of risk-averse international investors

Year: 1983

Type: article

Source: Journal of Economic Dynamics and Control

DOI: 10.1016/0165-1889(83)90020-9

Author: Jorge Braga de Macedo

Institution: Princeton University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2890914580

FWCI: 5.382

Cites: 10

Cited by: 21

Related to: 10