Naive and Optimized Carry Trades and Their Sensitivities to Interest Rates

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Referenz

Reichenecker, J. A. (2015). Naive and Optimized Carry Trades and Their Sensitivities to Interest Rates. Paper presented at the Southern Finance Association, Captiva Island, Florida.

Publikationsart

Präsentation auf Konferenz

Forschung

Enhanced Carry Trades - A new Approach in Asset Management and Trading
Dissertation, Februar 2014 bis Februar 2018 (abgeschlossen)

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

Mitarbeiter

Einrichtungen

  • Lehrstuhl für Betriebswirtschaftslehre, Bank- und Finanzmanagement