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 study intends to find whether currency asset classes are worthwhile investments. To determine where the efficient currency portfolios lie in the risk and return spectrum, this...