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A comparison between active and passive carry trades

 

Marketed By :  AV Akademikerverlag   Sold By :  Kamal Books International  
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Rs. 4,165

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  • Product Description
 

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
SKU :COC64021
AuthorTeo Gianinazzi
LanguageEnglish
BindingPaperback
Number of Pages124
Publishing Year2013-11-04T00:00:00.000
ISBN9783639477597
Edition1 st
Book TypeEconomics
Country of ManufactureIndia
Product BrandAV Akademikerverlag
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-08 00:00:00