Reference
Reichenecker, J. A. (2016). Diversification Effect of Naive and Optimized Carry Trades. Presented at the 9th International Accounting & Finance Doctoral Symposium, Glasgow, UK.
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