Safarzadeh, Mohammad R.; Nazarian, Fatemeh Ibrahimi; … - In: International Journal of Economics and Financial Issues 3 (2013) 2, pp. 544-558
Analyzing the risk and return for the S&P Currency Index Arbitrage and the Merk Absolute Return Currency Fund, this … portfolios lie in the risk and return spectrum, this paper compares the two portfolios to fixed income and equity asset …