Kroencke, Tim Alexander; Schindler, Felix; Schrimpf, Andreas - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2011
such as carry trades and strategies commonly known as FX momentum, and FX value. We investigate if diversification benefits … diversification due to style-based investing in FX markets (both in the statistical, and most importantly, in the economic sense …