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A Comparison Between Active and Passive Carry Trades (Paperback) Loot Price: R1,121 Discovery Miles 11 210
A Comparison Between Active and Passive Carry Trades (Paperback): Gianinazzi Teo
A Comparison Between Active and Passive Carry Trades (Paperback): Gianinazzi Teo

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A Comparison Between Active and Passive Carry Trades (Paperback)

Gianinazzi Teo

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Loot Price R1,121 Discovery Miles 11 210

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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.

General

Imprint: AV Akademikerverlag
Country of origin: United States
Release date: November 2013
First published: November 2013
Authors: Gianinazzi Teo
Dimensions: 229 x 152 x 7mm (L x W x T)
Format: Paperback - Trade
Pages: 124
ISBN-13: 978-3-639-47759-7
Barcode: 9783639477597
Categories: Promotions
Books > Business & Economics > Business & management
Books > Business & Economics > Business & management > General
Books > Business & Economics > Economics
Books > Business & Economics > Economics > General
LSN: 3-639-47759-6

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