Hedging demand in long-term asset allocation with an application to carry trade strategies
Ricardo Laborda and Jose Olmo
| Year of publication: |
2022
|
|---|---|
| Authors: | Laborda, Ricardo ; Olmo, Jose |
| Subject: | currency carry trade | hedging demand | parametric portfolio policy rules | state varia-bles | strategic asset allocation | Portfolio-Management | Portfolio selection | Hedging | Devisenmarkt | Foreign exchange market | Theorie | Theory | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Währungsspekulation | Currency speculation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbaa034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349135