Investigation of an index of returns on professionally managed currency funds and a subset
of returns from 34 individual currency fund managers finds that over the 1990–2006 period …

The authors of this book examine the rationale for investing in currency. They highlight
several features of currency returns that make currency an attractive asset class for …

Forward exchange rate unbiasedness hypothesis (FRUH) has been a widely researched
subject for decades. Recently, the sample populations of these studies have expanded to …

In this article, the authors investigate the ability of currency carry strategies to mitigate the US-
dollar risk of US and global bond benchmark indices. Using the Fama-French and currency …

Assets whose carry is trending up, namely, assets with high carry momentum, tend to have
higher returns than those with low carry momentum. Using data from different asset classes …

This paper focuses on the estimation and implementation of a holistic quantitative yield-
curve-based approach to managing multi-currency bond portfolios. The primary task of the …

Without considering the underlying risk dynamics and jumps, Wu and Zhu (2016) recently
proposed an ingenious approach of hedging options statically with an option portfolio. We …

Abstract Japan and Eastern Europe are victims, in light of special circumstances, of the
disruptive forces of the global financial system, but for different reasons. Eastern Europe …

Todo proceso de formación de profesionales a nivel universitario implica, tanto para el
docente que la imparte como para el estudiante que debe asimilar el proceso enseñanza …