Stern School of Business
44 West 4th Street
New York, NY 10012-1126
1050 Massachusetts Avenue
Cambridge, MA 02138
New York University - Stern School of Business
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Foreign Exchange, Hedge Funds, Style Investing
Alternative Investments, Hedge Fund Strategies, Portfolio Management, Hedge Fund Strategies, Performance Measurement and Evaluation, Performance Measurement
foreign exchange, technical trading
Privatization, Underpricing, Initial public offerings, State-owned-enterprises
Foreign Exchange, Hedge Funds, Style Investing, Crowded Trades
Alternative Investments, Hedge Funds, Economics, Currency Exchange Rates, Foreign Exchange Market, Portfolio Management, Alternative Investment Portfolio Management Strategies
Foreign Exchange, Predictability, Filter Rules, Market Efficiency
Foreign Exchange, Portfolio Construction, Alpha Generation, Risk Budgeting
currency investing, carry trade, trend-following, value strategies
Foreign Exchange, Hedge Funds, Manager Selection
Foreign exchange, CLS Bank, market microstructure, liquidity
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Hedge Funds, Alpha and Beta Separation, Style Investing
Currency, FX, carry trade, trend following, beta grazers, volatility, alpha generator
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: FMII.
Expected Returns, emotional finance, currency investing, life-cycle investing, inflation, liquidity, financial frictions, ethics, derivatives, equity risk premium
Predictability, Momentum, Reversal, Horizon, Safe Havens, Market Efficiency
Predictability, Foreign Exchange, Filter Rules, Market Efficiency
Foreign exchange, settlement risk, Herstatt risk
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