---
title: Forex Market Jumps and Semivariances
url: https://www.ml-quant.com/papers/repec/cai-finpug-fina-pr-018/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:cai:finpug:fina_pr_018
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.cairn.info%2Fload_pdf.php%3FID_ARTICLE%3DFINA_PR_018%3Bh%3Drepec%3Acai%3Afinpug%3Afina_pr_018
featured: 2023-06-01
citations: unknown
topic: Portfolio & Allocation
---


# Forex Market Jumps and Semivariances

A reliability-based design optimization framework is developed for portfolio optimization problems.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.cairn.info%2Fload_pdf.php%3FID_ARTICLE%3DFINA_PR_018%3Bh%3Drepec%3Acai%3Afinpug%3Afina_pr_018
- Identifier: RePEc:cai:finpug:fina_pr_018
- Released: 2023-06-01
- First featured: Quant Letter No. 2 (2023-06-01): https://www.ml-quant.com/issues/2023-06-01/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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