Diversification Effect of Naive and Optimized Carry Trades

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Referenz

Reichenecker, J. A. (2015). Diversification Effect of Naive and Optimized Carry Trades.

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Arbeitspapier

Forschung

Enhanced Carry Trades - A new Approach in Asset Management and Trading
Dissertation, seit Februar 2014

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 ... mehr

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Einrichtungen

  • Lehrstuhl für Betriebswirtschaftslehre, Bank- und Finanzmanagement