Duncan D. Shand

BlackRock, Inc

55 East 52nd Street

New York City, NY 10055

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 32,784

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Top 32,784

in Total Papers Downloads

1,378

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

Forecasting Exchange Rates: An Investor Perspective

CESifo Working Paper Series No. 4238
Number of pages: 40 Posted: 22 May 2013
Michael Melvin, John Prins and Duncan D. Shand
University of California, San Diego (UCSD) - Rady School of Management, BlackRock, Inc and BlackRock, Inc
Downloads 849 (27,600)

Abstract:

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exchange rate forecasting, forecast evaluation, conditioners, quantitative models, benchmarks

2.

When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds

CESifo Working Paper Series No. 6210
Number of pages: 54 Posted: 12 Jan 2017
Michael Melvin and Duncan D. Shand
University of California, San Diego (UCSD) - Rady School of Management and BlackRock, Inc
Downloads 529 (51,978)

Abstract:

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carry trade, financial risk, duration, active portfolio management

3.

Active Currency Investing and Performance Benchmarks

CESifo Working Paper Series No. 3052, https://doi.org/10.3905/jpm.2011.37.2.046
Posted: 21 May 2019
Michael Melvin and Duncan D. Shand
University of California, San Diego (UCSD) - Rady School of Management and BlackRock, Inc

Abstract:

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currency investing, performance benchmarks, carry, momentum, purchasing power parity