Optimal carry trade portfolio choice under regime shifts
Crossref DOI link: https://doi.org/10.1007/s11156-022-01047-x
Published Online: 2022-03-07
Published Print: 2022-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Chih-Nan
Lin, Chien-Hsiu
Funding for this research was provided by:
Ministry of Science and Technology, Taiwan (102-2410-H-004 -063 -)
Text and Data Mining valid from 2022-03-07
Version of Record valid from 2022-03-07
Article History
Accepted: 4 February 2022
First Online: 7 March 2022