Forecasting exchange rates using an optimal portfolio model with time varying weights
Masters of Management in Finance and Investments. Witwatersrand Business School Faculty of Commerce, Law and Management Johannesburg === This paper presents a mean variance based model of exchange rate determination and forecasting using the return differential of an optimal portfolio composed of...
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| Format: | Others |
| Language: | en |
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2017
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| Online Access: | http://hdl.handle.net/10539/23426 |