Hlouskova Jaroslava

Jaroslava Hlouskova

Information about the author Jaroslava Hlouskova will soon be added to the site.
Found 4 papers in total
Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate
Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate
2016
We provide a comprehensive study of out‐of‐sample forecasts for the...
Quadratic programming with transaction costs
Quadratic programming with transaction costs
2008
We consider the problem of maximizing the mean–variance utility function of n...
An algorithm for portfolio optimization with transaction costs
An algorithm for portfolio optimization with transaction costs
2005
We consider the problem of maximizing an expected utility function of n assets, such...
Beating the random walk in Central and Eastern Europe
Beating the random walk in Central and Eastern Europe
2005
We compare the accuracy of vector autoregressive (VAR), restricted vector...
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