Can global bond fund managers generate alpha using currency volatility?
Gueorgui Konstantinov
| Year of publication: |
2014
|
|---|---|
| Authors: | Konstantinov, Gueorgui |
| Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-2281, ZDB-ID 2765392-4. - Vol. 1.2014, 2, p. 111-133
|
| Subject: | bonds and derivatives | currencies | fixed-income portfolio management | alpha return | international bond funds | currency volatility | style analysis | volatility management | volatility models | Volatilität | Volatility | Anleihe | Bond | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Welt | World | Wechselkurs | Exchange rate | Internationaler Finanzmarkt | International financial market | Rentenfonds | Bond fund | Derivat | Derivative | Finanzanalyse | Financial analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011312444