Beyond the carry trade: Optimal currency portfolios

Research output: Contribution to journal › Article

Original language	English
Journal	Journal of Financial and Quantitative Analysis
DOIs	https://doi.org/10.1017/s0022109015000460
Publication status	Published - Oct 2015

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@article{bf8eb8874b424f7d973b3e3ae5a5cc37,

title = "Beyond the carry trade: Optimal currency portfolios",

author = "Pedro Barroso and Pedro Santa-Clara",

note = "Publisher Copyright: Copyright {\textcopyright} 2015 Michael G. Foster School of Business, University of Washington.",

year = "2015",

month = oct,

doi = "10.1017/s0022109015000460",

language = "English",

journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "Cambridge University Press",

}

TY - JOUR

T1 - Beyond the carry trade

T2 - Optimal currency portfolios

AU - Barroso, Pedro

AU - Santa-Clara, Pedro

PY - 2015/10

Y1 - 2015/10

U2 - 10.1017/s0022109015000460

DO - 10.1017/s0022109015000460

M3 - Article

JO - Journal of Financial and Quantitative Analysis

JF - Journal of Financial and Quantitative Analysis

SN - 0022-1090

ER -