Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets
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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.
创建时间：
2024-05-28
