Claudia Zunft

Goethe University Frankfurt - Department of Finance

Mertonstr. 17

Frankfurt, 60054

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

604

CITATIONS

0

Scholarly Papers (2)

1.

A Low-Risk Strategy Based on Higher Moments in Currency Markets

Number of pages: 59 Posted: 28 Sep 2015 Last Revised: 30 May 2016
Claudia Zunft
Goethe University Frankfurt - Department of Finance
Downloads 486 (56,617)

Abstract:

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low-risk anomaly, higher moments, currencies, factor portfolios

2.

Quadratic, Cubic and Quartic Moment Risk Premiums in Currency Markets

28th Australasian Finance and Banking Conference
Number of pages: 60 Posted: 20 Jun 2015 Last Revised: 28 Jul 2016
Claudia Zunft
Goethe University Frankfurt - Department of Finance
Downloads 118 (232,967)

Abstract:

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currency options, model-free implied moments, power contracts, moment risk premiums