Beyond the carry trade : optimal currency portfolios
Year of publication: |
October 2015
|
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Authors: | Barroso, Pedro ; Santa-Clara, Pedro |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 50.2015, 5, p. 1037-1056
|
Subject: | Währungsspekulation | Currency speculation | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Schätzung | Estimation | USA | United States | 1976-1996 |
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