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- W1775331374 abstract "This paper presents application of weighted averaging based on minimization of scalar criterion function to construction of portfolio of strategies operating on futures markets, specifically on foreign exchange. Portfolios are constructed as convex combinations of elementary strategies and their performance is empirically examined based on weekly quotations of EUR/USD contract." @default.
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- W1775331374 date "2015-04-10" @default.
- W1775331374 modified "2023-09-25" @default.
- W1775331374 title "Application of weighted averaging to construction optimal and suboptimal investment strategy portfolios" @default.
- W1775331374 doi "https://doi.org/10.21936/si2015_v36.n1.724" @default.
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