Essays about: "HKD"

Found 1 essay containing the word HKD.

  1. 1. Avoiding Yen Carry Trade Unwind Through Diversification

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Max Valiquette; [2014-01-27]
    Keywords : ;

    Abstract : This study compares Markowitz’s mean-variance carry trade portfolios with traditional foreign exchange carry trade investments. The strategy generates on average positive yields over the total time frame, including the 2008 yen carry trade unwind, proving the strength of diversification. READ MORE