Matches in SemOpenAlex for { <https://semopenalex.org/work/W1969139324> ?p ?o ?g. }
Showing items 1 to 62 of
62
with 100 items per page.
- W1969139324 endingPage "44" @default.
- W1969139324 startingPage "36" @default.
- W1969139324 abstract "In this article, we compare the risk-return profile of simple currency carry trades and optimized carry trades. We conclude that optimized currency carry trades offer impressive returns with significantly less volatility than other carry trades, hence achieving a higher information ratio. We also compare the ex-post currency trade performance using different volatility models and find that the implied volatility does a better job in terms of the realized information ratio and tracking error forecasting." @default.
- W1969139324 created "2016-06-24" @default.
- W1969139324 creator A5026244838 @default.
- W1969139324 date "2002-03-31" @default.
- W1969139324 modified "2023-09-26" @default.
- W1969139324 title "Optimize Currency Carry Trades" @default.
- W1969139324 cites W1489916452 @default.
- W1969139324 cites W2086297488 @default.
- W1969139324 cites W2094878418 @default.
- W1969139324 cites W2145826444 @default.
- W1969139324 cites W3123030986 @default.
- W1969139324 doi "https://doi.org/10.3905/jai.2002.319030" @default.
- W1969139324 hasPublicationYear "2002" @default.
- W1969139324 type Work @default.
- W1969139324 sameAs 1969139324 @default.
- W1969139324 citedByCount "3" @default.
- W1969139324 countsByYear W19691393242015 @default.
- W1969139324 crossrefType "journal-article" @default.
- W1969139324 hasAuthorship W1969139324A5026244838 @default.
- W1969139324 hasConcept C10138342 @default.
- W1969139324 hasConcept C106159729 @default.
- W1969139324 hasConcept C141121606 @default.
- W1969139324 hasConcept C149782125 @default.
- W1969139324 hasConcept C162324750 @default.
- W1969139324 hasConcept C183356978 @default.
- W1969139324 hasConcept C187736073 @default.
- W1969139324 hasConcept C2775924081 @default.
- W1969139324 hasConcept C2776299755 @default.
- W1969139324 hasConcept C556758197 @default.
- W1969139324 hasConcept C91602232 @default.
- W1969139324 hasConceptScore W1969139324C10138342 @default.
- W1969139324 hasConceptScore W1969139324C106159729 @default.
- W1969139324 hasConceptScore W1969139324C141121606 @default.
- W1969139324 hasConceptScore W1969139324C149782125 @default.
- W1969139324 hasConceptScore W1969139324C162324750 @default.
- W1969139324 hasConceptScore W1969139324C183356978 @default.
- W1969139324 hasConceptScore W1969139324C187736073 @default.
- W1969139324 hasConceptScore W1969139324C2775924081 @default.
- W1969139324 hasConceptScore W1969139324C2776299755 @default.
- W1969139324 hasConceptScore W1969139324C556758197 @default.
- W1969139324 hasConceptScore W1969139324C91602232 @default.
- W1969139324 hasIssue "4" @default.
- W1969139324 hasLocation W19691393241 @default.
- W1969139324 hasOpenAccess W1969139324 @default.
- W1969139324 hasPrimaryLocation W19691393241 @default.
- W1969139324 hasRelatedWork W1722951086 @default.
- W1969139324 hasRelatedWork W1824588422 @default.
- W1969139324 hasRelatedWork W1969139324 @default.
- W1969139324 hasRelatedWork W1980439124 @default.
- W1969139324 hasRelatedWork W2017743522 @default.
- W1969139324 hasRelatedWork W2943132544 @default.
- W1969139324 hasRelatedWork W3099150769 @default.
- W1969139324 hasRelatedWork W3124635938 @default.
- W1969139324 hasRelatedWork W3125295200 @default.
- W1969139324 hasRelatedWork W4282048239 @default.
- W1969139324 hasVolume "4" @default.
- W1969139324 isParatext "false" @default.
- W1969139324 isRetracted "false" @default.
- W1969139324 magId "1969139324" @default.
- W1969139324 workType "article" @default.