Diversification Effect of Naive and Optimized Carry Trades

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Reference

Reichenecker, J. A. (2016). Diversification Effect of Naive and Optimized Carry Trades. Presented at the 9th Finance Conference of the Portuguese Finance Network, Covilhã, Portugal.

Publication type

Presentation at Scholarly Conference

Research

Enhanced Carry Trades - A new Approach in Asset Management and Trading
PhD-Thesis, February 2014 until February 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 ... more ...

Persons

Organizational Units

  • Chair in Business Administration, Banking and Financial Management
  • Institute for Finance