This article explores the risks and returns to currency speculation during the 1920s and
1930s. We study the performance of two well-known technical trading strategies (carry and …

Purpose–This article aims to explore three facets of the historical performance of a sample of
actively managed unit trusts available to New Zealand investors: asset allocation, style …

Es ist für mich jedes Mal eine Ehre, wenn ich gebeten werde, das Vorwort zu einem
innovativen Buch über alternative Investmentstrategien zu schreiben. Doch als ich die Bitte …

The recent interest in the asset management industry towards" portable alpha" has made
currencies more attractive than ever as an asset class. One of the most attractive features of …

In a previous article, Schneeweis, Spurgin and Georgiev [2003] examined the investment
and risk management benefits of USDX (also known as DX) index over the period Jan 1991 …

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 …

This article explores three facets of the historical performance of a sample of actively
managed unit trusts available to New Zealand investors: asset allocation, style analysis, and …

This paper presents a methodology for the construction of three “intelligent” currency beta
factors based around the popular trading styles of carry, value, and trend/momentum …

This article explores the risks and returns to currency speculation during the 1920s and
1930s. We study the performance of two well-known technical trading strategies (carry and …

Institutional Advisory Group: Currency Management Series Common Theme, Uncommon Asset
Class – The Currency Risk Premium Page 1 1 The Currency Risk Premium | CIBCG LOBAL …