Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets
收藏doi.org2025-01-22 收录
下载链接：
http://doi.org/10.17632/mkm2z8p6gf.2
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资源简介：
Matlab codes and data to generate the results of the paper "Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets." We are not allowed to publicly share all data that is required to generate the results. We provide simulated data instead so that it is still possible to run the codes. The README file contains detail descriptions.
Updates in Version 2: new README.rtf file with more details.
Matlab 编码及数据集，用于生成论文《外汇市场中资产配置交易成本的重要性》的结果。由于不允许公开共享生成结果所需的所有数据，我们提供了模拟数据，以确保代码的运行。README 文件包含详细描述。版本 2 更新：新增 README.rtf 文件，包含更详尽的信息。
提供机构：
Mendeley Data
