Reference
Reichenecker, J. A. (2015). Naive and Optimized Carry Trades and Their Sensitivities to Interest Rates. Presented at the Southern Finance Association, Captiva Island, Florida.
Publication type
Presentation at Scholarly Conference
Research
- Enhanced Carry Trades - A new Approach in Asset Management and Trading
- PhD-Thesis, February 2014 until February 2018 (finished)
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 ... more ...
Persons
Organizational Units
- Chair in Business Administration, Banking and Financial Management
- Institute for Finance