Essays about: "Peter Mannerbjörk"

Found 1 essay containing the words Peter Mannerbjörk.

  1. 1. Carry trade optimization

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Peter Mannerbjörk; [2015-02-06]
    Keywords : carry trade; intrinsic currency value; portfolio optimization;

    Abstract : This thesis investigates various possible improvements of implementing the carry trade. For this purpose a number of benchmark carry trade strategies are formed to which the results of the modified strategies are compared. READ MORE