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Diversification effect of standard and optimized carry trades

Referenz

Reichenecker, J. A. (2019). Diversification effect of standard and optimized carry trades. European Journal of Finance, 25(8), 745-761.

Publication Type

Beitrag in wissenschaftlicher Fachzeitschrift

Staff Members

Dr. rer. oec. Jurij-Andrei Reichenecker MSc UZH ETH LL.M.

Participating Institutions

Lehrstuhl für Betriebswirtschaftslehre, Bank- und Finanzmanagement Institut für Finance

Research

Enhanced Carry Trades - A new Approach in Asset Management and Trading
Dissertation
Februar 2014 until Februar 2018 (finished)
Standard carry trades sell low-yield currencies and buy high-yield currencies. The trading idea is to capture the interest rate differential between currencies. The unique selection criterion of ... Weitere

DOI

https://dx.doi.org/10.1080/1351847x.2018.1539023