Owing to the fluctuations in the financial markets, many financial variables such as expected return, volatility, or exchange rate may occur imprecisely.

The empirical results indicate that the fuzzy asset selection method is a useful tool for dealing with the imprecise problem in the real world.

In this paper, we integrate the exchange rate risk into our portfolio selection model and consider this model under the fuzzy environment. The exchange rate ...

Mar 28, 2024 · I analyze the impact of global uncertainty on a cross-section of currency portfolios. I sort 48 currencies into six portfolios by their forward discount.

摘要Owing to the fluctuations in the financial markets, many financial variables such as expected return, volatility, or exchange rate may occur imprecisely ...

Our empirical results indicate that ex- cess returns earned on announcement days are larger for currency portfolios with higher interest rates, an observation ...

We utilize a quantile-on-quantile (QQ) approach to uncover the complex and unstable relationships between uncertainty and the currency performance.

In this paper, ex ante efficient portfolio selection strategies are developed to realize potential gains from international diversification under flexible ...

Nov 11, 2023 · We conduct an international analysis of the cross-sectional risk premiums of uncertainty risk factors in addition to traditional risk ...

Oct 30, 2023 · In FX cash markets, market makers provide liquidity to clients for a wide variety of currency pairs. Because of flow uncertainty and market ...