Strategy diversification : combining momentum and carry strategies within a foreign exchange portfolio
Francis Olszweski; Guofu Zhou
| Year of publication: |
2013
|
|---|---|
| Authors: | Olszweski, Francis ; Zhou, Guofu |
| Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 19.2013, 4, p. 311-320
|
| Subject: | hedge funds | managed futures | trading strategies | momentum | carry trades | strategy diversification | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Hedgefonds | Hedge fund | Devisenmarkt | Foreign exchange market | Kapitaleinkommen | Capital income | Währungsspekulation | Currency speculation | Welt | World | Diversifikation | Diversification | Hedging | Investmentfonds | Investment Fund | Derivat | Derivative |
| 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/10010259395