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International equity portfolio allocations and transaction costs

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International diversification benefits with foreign exchange investment styles

Kroencke, Tim-Alexander; Schindler, Felix; Schrimpf, Andreas - 2011

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International diversification benefits with foreign exchange investment styles

Kroencke, Tim-Alexander; Schindler, Felix; Schrimpf, Andreas - In: Review of finance : journal of the European Finance … 18 (2014) 5, pp. 1847-1883

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Can exchange traded funds be used to exploit industry and country momentum?

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Operational control in asset management : processes and costs

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International diversification benefits with foreign exchange investment styles

Kroencke, Tim-Alexander; Schindler, Felix; Schrimpf, Andreas - 2011

This paper provides a comprehensive analysis of portfolio choice with popular foreign exchange (FX) investment styles such as carry trades and strategies commonly known as FX momentum, and FX value. We investigate if diversification benefits can be achieved by style investing in FX markets...