The economic evaluation of ultra-long-lived investment projects is not only challenging due to the choice of the planning horizon but also due to the discounting of future uncertain cash flows. Thus, for real world investment decisions a better understanding of the project's risks and their...

Widely used active trading signals in currency markets are carry, momentum, reversion and value. Further, to create a portfolio from the individual signals, the weights are quintile based in traditional currency setting where we invest equally in the long and short signals. In this study, we...