[PDF][PDF] Currency carry trades-betting against the uncovered interest parity
JP Lyytinen - 2007 - aaltodoc.aalto.fi
OBJECTIVES OF THE STUDY The objective of this thesis is to analyze the profitability of a
specific trading strategy in the world's largest single market; the foreign exchange or FX …
specific trading strategy in the world's largest single market; the foreign exchange or FX …
[HTML][HTML] Is active currency management effective for international equity portfolios involving managed futures and hedge funds?
KH Tee - Journal of Derivatives & Hedge Funds, 2009 - Springer
We assessed the potential benefit of using active currency management on international
equity portfolio investment from Japan, British, Switzerland and the euro-regions that include …
equity portfolio investment from Japan, British, Switzerland and the euro-regions that include …
Currency Overlay
G Abate - Asset Management and Institutional Investors, 2016 - Springer
International diversification of investments exposes portfolios to exchange rate risk, which is
a typical speculative risk. In this case, the overall performance of a portfolio is tied not only to …
a typical speculative risk. In this case, the overall performance of a portfolio is tied not only to …