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Modelling Co-movement and Portfolio Optimization of Gold and Global Major Currencies.
Methas Rattanasorn
Jianxu Liu
Jirakom Sirisrisakulchai
Songsak Sriboonchitta
Published in:
IUKM (2016)
Keyphrases
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portfolio optimization
portfolio management
problems involving
portfolio selection
robust optimization
optimization methods
bi objective
stock exchange
stock market
risk management
factor analysis
stock price
objective function
multi objective
software engineering
statistical analysis