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VDM Verlag A comparison between active and passive carry trades: Research based on an empirical analysis

Name: A comparison between active and passive carry trades: Research based on an empirical analysis
Brand: VDM Verlag
Price: 47.0 GBP
Availability: InStock

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This book compares the performances of a carry trade strategy with passive management of the carry trade portfolio to other strategies that imply an active management of the carry trade portfolio through the support of one or more indicators. The study takes into account the period from January 1990 to December 2012, using the G10 currencies as currency set for the construction of the carry trade portfolios. The comparison was done considering different scenarios which were all applied to the different carry trade strategies. In the perfect world scenarios the results suggested that actively managed carry trades significantly outperform the passively managed carry trade. The introduction of transaction costs in a more realistic scenario however, significantly reduced the attractiveness of actively managed carry trades.

Product Specifications

Brand: VDM Verlag
Format: paperback
ASIN: 3639477596
Category: Books > Subjects
Domain: Amazon UK
Release Date: 04 November 2013
Listed Since: 06 November 2013

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VDM Verlag A comparison between active and passive carry trades: Research based on an empirical analysis

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It has never been this cheap. We have no record of a lower price.

VDM Verlag A comparison between active and passive carry trades: Research based on an empirical analysis

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