The role of currency in institutional portfolios:
Gespeichert in:
| Weitere Verfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
Risks books
2014
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | xxii, 525 pages illustrations 24 cm |
| ISBN: | 9781782720942 1782720944 |
Internformat
MARC
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| 245 | 1 | 0 | |a The role of currency in institutional portfolios |c edited by Momtchil Pojarliev and Richard M. Levich |
| 264 | 1 | |a London |b Risks books |c 2014 | |
| 300 | |a xxii, 525 pages |b illustrations |c 24 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 650 | 4 | |a Foreign exchange | |
| 650 | 4 | |a Foreign exchange market | |
| 650 | 4 | |a Foreign exchange futures | |
| 650 | 4 | |a Hedging (Finance) | |
| 650 | 4 | |a Institutional investments | |
| 650 | 4 | |a Portfolio management | |
| 650 | 7 | |a Foreign exchange |2 fast | |
| 650 | 7 | |a Foreign exchange futures |2 fast | |
| 650 | 7 | |a Foreign exchange market |2 fast | |
| 650 | 7 | |a Hedging (Finance) |2 fast | |
| 650 | 7 | |a Institutional investments |2 fast | |
| 650 | 7 | |a Portfolio management |2 fast | |
| 700 | 1 | |a Pojarliev, Momtchil |0 (DE-588)122778480 |4 edt | |
| 700 | 1 | |a Levich, Richard M. |4 edt | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-028328262 | ||
Datensatz im Suchindex
| _version_ | 1804175192687116288 |
|---|---|
| adam_text | Titel: The role of currency in institutional portfolios
Autor: Pojarliev, Momtchil
Jahr: 2014
Contents
Foreword ix
About the Editors xiii
About the Authors xv
1 A Case for Currency in Institutional Portfolios 1
Momtchil Pojarliev and Richard A I. Levich
Fischer Francis Trees Watts and New York University Stem School of Business
PART I: CURRENCY EXPOSURE IN INSTITUTIONAL PORTFOLIOS 19
2 The Currency Conundrum: Regret Versus Optimal Hedging 21
Mark Anson
Acadia Investment Management
3 Global Asset Allocation and Optimal US Dollar Hedging 35
Daniel Brehon and Arup Pal
Deutsche Bank New York and Deutsche Bank Centre Mumbai
4 Alternative Currency Hedging Strategies with Known Covariances 53
Wei Chen; Mark Kritzman; David Turkington
State Street Associates; Windham Capital Management; State Street Associates
5 Strategic Asset Allocation and Currency Betas 77
Ross Kasarda and Steven Peterson
Virginia Retirement System
6 Separating Currency Returns from Asset Returns in Theory and Practice:
Conscious Currency and Beyond 93
Ian Toner
Wurts Associates
PART II: CURRENCY INVESTMENT STRATEGIES 119
7 Economic Data Surprises and Currency Alpha 121
Alessio de Longis and Eren Tufekci
OppenheimerFunds, Inc
8 Is Trend Following in Foreign Exchange Markets Going Out of Fashion? 161
Pierre Lequeux
Independent consultant
9 The Carry Trade: The Essentials of Theory, Strategy and Risk Management 183
Michael R. Rosenberg
Bloomberg
10 Carry Trades in Emerging Markets 219
John R O. Bilson
Illinois Institute of Technology
11 Investing in Emerging Market Currencies: A Rewarded Risk 243
Javier Corominas and Jonathan Scott
Record Currency Management
PART III: CURRENCY INVESTMENT PROCESS 271
12 The Currency Investing Process: Managing G10 Currencies 273
UlfJ. Lindahl
A.G. Bisset Associates
13 Systematic Currency Trading 291
Jolie G. de Miranda
Lynx Asset Management
14 A Discretionary Approach to Currency Investing 323
Adnan Akant
Fischer Francis Trees and Watts
15 Due Diligence as a Source of Alpha
Christopher M. Schelling
Kentucky Retirement Systems and University of Kentucky
PART IV: GLOBAL MARKETS AND THE FUTURE
OF CURRENCY INVESTING
16 Currency Forecasting: Generating Views about Foreign Exchange
Stephen L. Jen
SLJ Macro Partners
17 Exchange Rates, Risk Premia and Inflation-indexed Bond Yields 417
Richard Clarida; Shaowen Luo
Columbia University, NBER and PIMCO; Columbia University
18 Currency Investing: A Risk Premium Approach 447
Aysu Secmen, Charles Wu and Pierre-Alexandre Noual
Citigroup
19 Currency Management Styles: Ten Years On 469
James Binny
Lloyds Commercial Bank
20 The Future of Currency Investing in Institutional Portfolios 489
Michael Melvin
BlackRock
Index 509
|
| any_adam_object | 1 |
| author2 | Pojarliev, Momtchil Levich, Richard M. |
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| bvnumber | BV042900075 |
| classification_rvk | QK 810 |
| ctrlnum | (OCoLC)952313361 (DE-599)BVBBV042900075 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| illustrated | Illustrated |
| indexdate | 2024-07-10T07:12:23Z |
| institution | BVB |
| isbn | 9781782720942 1782720944 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028328262 |
| oclc_num | 952313361 |
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| physical | xxii, 525 pages illustrations 24 cm |
| publishDate | 2014 |
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| publisher | Risks books |
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| spelling | The role of currency in institutional portfolios edited by Momtchil Pojarliev and Richard M. Levich London Risks books 2014 xxii, 525 pages illustrations 24 cm txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Foreign exchange Foreign exchange market Foreign exchange futures Hedging (Finance) Institutional investments Portfolio management Foreign exchange fast Foreign exchange futures fast Foreign exchange market fast Hedging (Finance) fast Institutional investments fast Portfolio management fast Pojarliev, Momtchil (DE-588)122778480 edt Levich, Richard M. edt HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028328262&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | The role of currency in institutional portfolios Foreign exchange Foreign exchange market Foreign exchange futures Hedging (Finance) Institutional investments Portfolio management Foreign exchange fast Foreign exchange futures fast Foreign exchange market fast Hedging (Finance) fast Institutional investments fast Portfolio management fast |
| title | The role of currency in institutional portfolios |
| title_auth | The role of currency in institutional portfolios |
| title_exact_search | The role of currency in institutional portfolios |
| title_full | The role of currency in institutional portfolios edited by Momtchil Pojarliev and Richard M. Levich |
| title_fullStr | The role of currency in institutional portfolios edited by Momtchil Pojarliev and Richard M. Levich |
| title_full_unstemmed | The role of currency in institutional portfolios edited by Momtchil Pojarliev and Richard M. Levich |
| title_short | The role of currency in institutional portfolios |
| title_sort | the role of currency in institutional portfolios |
| topic | Foreign exchange Foreign exchange market Foreign exchange futures Hedging (Finance) Institutional investments Portfolio management Foreign exchange fast Foreign exchange futures fast Foreign exchange market fast Hedging (Finance) fast Institutional investments fast Portfolio management fast |
| topic_facet | Foreign exchange Foreign exchange market Foreign exchange futures Hedging (Finance) Institutional investments Portfolio management |
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