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Jurij-Andrei Reichenecker, MSc UZH ETH

Wissenschaftlicher Mitarbeiter / Doktorand
Lehrstuhl für Betriebswirtschaftslehre, Bank- und Finanzmanagement
Tätigkeit
> Lehre in den Bachelor- und Masterstudien, sowie in der Weiterbildung
> Externer Lehrender an der Universität Loughborough, UK

Forschungsgebiete:
> Devisenhandel
> Fremdwährungsrisiken
> Währungsstrategien

Externe Seiten:
> SSRN
> LinkedIn

Sprechstunde:
Dienstags von 10.00 - 12.00 Uhr
Werdegang
2013

Research Assistant at the Chair in Business Administration, Banking and Financial Management, University of Liechtenstein, FL

Ausbildung
2011 — 2013

MSc UZH ETH in Quantitative Finance / ETH Zurich and University of Zurich, Switzerland

2008 — 2011

BSc in Mathematical Economics / University of Ulm, Germany

Chipkartenfoto
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

  • Reichenecker, J. A. (2016). Diversification Effect of Naive and Optimized Carry Trades. Paper presented at the 9th International Accounting & Finance Doctoral Symposium, Glasgow, UK.

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  • 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.

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  • 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.

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  • Reichenecker, J. A. (2015). Diversification Effect of Naive and Optimized Carry Trades. Paper presented at the 28th Australasian Finance and Banking Conference, Sydney, Australia.

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

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  • Reichenecker, J. A. (2014). Currency Carry Trade Portfolios and their Sensitivity to Interest Rates.

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