Referenz
Reichenecker, J. A. (2015). Diversification Effect of Naive and Optimized Carry Trades. Presented at the 28th Australasian Finance and Banking Conference, Sydney, Australia.
Publikationsart
Präsentation auf wissenschaftlicher Konferenz
Forschung
- Enhanced Carry Trades - A new Approach in Asset Management and Trading
- Dissertation, Februar 2014 bis Februar 2018 (abgeschlossen)
Standard carry trades sell low-yield currencies and buy high-yield currencies. The trading idea is to capture the interest rate differential between currencies. The unique selection criterion of ... mehr
Mitarbeiter
Einrichtungen
- Lehrstuhl für Betriebswirtschaftslehre, Bank- und Finanzmanagement