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. Paper presented at the 9th Finance Conference of the Portuguese Finance Network, Covilhã, Portugal.

Publication type

Refereed Conference Paper

Research

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

Persons

Organizational Units

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