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Naive and Optimized Carry Trades and Their Sensitivities to Interest Rates

Referenz

Reichenecker, J. A. (2015). Naive and Optimized Carry Trades and Their Sensitivities to Interest Rates. Presented at the Southern Finance Association, Captiva Island, Florida.

Publikationsart

Präsentation auf wissenschaftlicher Konferenz

Mitarbeitende

Dr. rer. oec. Jurij-Andrei Reichenecker MSc UZH ETH LL.M.

Beteiligte Einrichtungen

Lehrstuhl für Betriebswirtschaftslehre, Bank- und Finanzmanagement Institut für Finance

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