Leveraged carry trade portfolios
Year of publication: |
2009
|
---|---|
Authors: | Darvas, Zsolt M. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 5, p. 944-957
|
Subject: | Devisenmarkt | Foreign exchange market | Währungsspekulation | Currency speculation | Zinsparität | Interest rate parity | Portfolio-Management | Portfolio selection | Bootstrap-Verfahren | Bootstrap approach | Welt | World | 1976-2008 |
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