Efficiency of Currency Asset Classes
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...
Main Authors: | Mohammad R. Safarzadeh, Fatemeh Ibrahimi Nazarian, Ana Kristel C. Molina |
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Format: | Article |
Language: | English |
Published: |
EconJournals
2013-06-01
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Series: | International Journal of Economics and Financial Issues |
Subjects: | |
Online Access: | https://dergipark.org.tr/tr/pub/ijefi/issue/31957/351930?publisher=http-www-cag-edu-tr-ilhan-ozturk |
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