Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • PA Reports
  • Submit an article
  • More
    • About JAI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • CAIA Member Login
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • LinkedIn
  • Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Alternative Investments
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Alternative Investments

The Journal of Alternative Investments

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • PA Reports
  • Submit an article
  • More
    • About JAI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • CAIA Member Login
  • LinkedIn
  • Twitter
Article

Carry On

Megan Czasonis, Baykan Pamir and David Turkington
The Journal of Alternative Investments Fall 2019, jai.2019.1.079; DOI: https://doi.org/10.3905/jai.2019.1.079
Megan Czasonis
is a managing director at State Street Associates in Cambridge, MA
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
Baykan Pamir
is an assistant vice president at State Street Associates in Cambridge, MA
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
David Turkington
is a senior vice president at State Street Associates in Cambridge, MA
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
  • Article
  • Info & Metrics
  • PDF (Subscribers Only)
Loading

Article Information

jai.2019.1.079
DOI 
https://doi.org/10.3905/jai.2019.1.079

Published By 
Pageant Media Ltd
Print ISSN 
1520-3255
Online ISSN 
2168-8435
History 
  • Published online July 3, 2019.

Article Versions

  • You are currently viewing a Latest version of this article (July 3, 2019 - 04:28).
  • latest version (August 27, 2019 - 21:56).
  • View the most recent version of this article
Copyright & Usage 
© 2019 Pageant Media Ltd

Author Information

  1. Megan Czasonis
    1. is a managing director at State Street Associates in Cambridge, MA. (mczasonis{at}statestreet.com)
  2. Baykan Pamir
    1. is an assistant vice president at State Street Associates in Cambridge, MA. (bpamir{at}statestreet.com)
  3. David Turkington
    1. is a senior vice president at State Street Associates in Cambridge, MA. (dturkington{at}statestreet.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
View Full Text
Next
Back to top

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Alternative Investments: 23 (4)
The Journal of Alternative Investments
Vol. 23, Issue 4
Spring 2021
  • Table of Contents
  • Index by author
  • Complete Issue (PDF)
Print
Download PDF
Article Alerts
Sign In to Email Alerts with your Email Address
Email Article

Thank you for your interest in spreading the word on The Journal of Alternative Investments.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Enter multiple addresses on separate lines or separate them with commas.
Carry On
(Your Name) has sent you a message from The Journal of Alternative Investments
(Your Name) thought you would like to see the The Journal of Alternative Investments web site.
CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Citation Tools
Carry On
Megan Czasonis, Baykan Pamir, David Turkington
The Journal of Alternative Investments Jul 2019, jai.2019.1.079; DOI: 10.3905/jai.2019.1.079

Citation Manager Formats

  • BibTeX
  • Bookends
  • EasyBib
  • EndNote (tagged)
  • EndNote 8 (xml)
  • Medlars
  • Mendeley
  • Papers
  • RefWorks Tagged
  • Ref Manager
  • RIS
  • Zotero
Save To My Folders
Share
Carry On
Megan Czasonis, Baykan Pamir, David Turkington
The Journal of Alternative Investments Jul 2019, jai.2019.1.079; DOI: 10.3905/jai.2019.1.079
del.icio.us logo Digg logo Reddit logo Twitter logo CiteULike logo Facebook logo Google logo LinkedIn logo Mendeley logo
Tweet Widget Facebook Like LinkedIn logo

Jump to section

  • Article
    • Abstract
    • MEASURING CARRY TRADE PERFORMANCE
    • THE IMPACT OF INTEREST RATE DIFFERENTIALS
    • THE IMPACT OF VALUATIONS
    • THE IMPACT OF INVESTOR CROWDING
    • THE IMPACT OF VOLATILITY
    • CONCLUSION
    • ACKNOWLEDGMENTS
    • ADDITIONAL READING
    • ENDNOTES
    • REFERENCES
  • Info & Metrics
  • PDF (Subscribers Only)
  • PDF (Subscribers Only)

Similar Articles

Cited By...

  • Carry Strategies and the US Dollar Risk of US and Global Bonds
  • Beyond the Black Box: An Intuitive Approach to Investment Prediction with Machine Learning
  • Google Scholar

More in this TOC Section

  • Editor’s Letter
  • Editor’s Letter
  • Practical Applications of A Performance Update—Hedge Funds versus Hedged Mutual Funds: An Examination of Equity Long—Short Funds
Show more Article
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 13 1600
 
NEW YORK
41 Madison Avenue, 20th Floor, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • LinkedIn
  • Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 1520-3255 | E-ISSN: 2168-8435

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies