Jurij-Andrei Reichenecker

University of Strathclyde

199 Cathedral Street

Glasgow, G4OQU

United Kingdom

  • University of Strathclyde

SCHOLARLY PAPERS

5

DOWNLOADS

1,191

SSRN CITATIONS

7

CROSSREF CITATIONS

6

Scholarly Papers (5)

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1.

Increasing the Discoverability of Non-English Language Research Papers: A Reverse-Engineering Application of the Pitching Research Template

Number of pages: 57 Posted: 10 Apr 2017 Last Revised: 27 Jan 2023
Robert W. Faff, Xuefeng Shao, Faisal Alqahtani, Muhammad Atif, Anna Białek-Jaworska, Angel Chen, Geeta Duppati, Marisol Escobar, Marinela Adriana Finta, Anne Jeny, Ya Li, Marcio Andre Veras Machado, Takahiro Nishi, Bao Nguyen, Jae-Eun Noh, Jurij-Andrei Reichenecker, Hideaki Sakawa, Eleftheria Vaportzis, Luluk Widyawati, Singgih Wijayana, Chinthake Wijesooriya, Qiaozhi Ye and Qing (Clara) Zhou
University of Queensland, University of New South Wales (UNSW), University of Auckland, Macquarie University - Department of Accounting and Corporate Governance, University of Warsaw, University of Queensland, Students, Waikato Management School, University of Queensland, Students, Singapore Management University, IESEG School of Management, University of Queensland, Federal University of Paraiba (UFPB), Meiji University, University of Queensland, Students, University of Queensland, University of Strathclyde, Graduate School of Economics, Nagoya City University, Heriot-Watt University, University of Queensland, Business School, Students, Universitas Gadjah Mada (UGM), University of Queensland, National University of Singapore and Department of Applied Finance, Macquarie Business School, Macquarie University
Downloads 358 (144,715)
Citation 11

Abstract:

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pitching research; template; discoverability; non-English language research; Arabic; Chinese; Dutch; French; Greek; Hindi; Indonesian; Japanese; Korean; Lao; Norwegian; Polish; Portuguese; Romanian; Russian; Sinhalese; Spanish; Tamil; Thai; Urdu; Vietnamese; Myanmar; German; Persian Bengali; Filipin

2.

Standard and optimized carry trades

Number of pages: 31 Posted: 02 Nov 2014 Last Revised: 21 Nov 2017
Jurij-Andrei Reichenecker
University of Strathclyde
Downloads 289 (181,665)

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Carry Trade, Portfolio Optimization, Alternative Asset Class

3.

Hedging with an Edge: Parametric Currency Overlay

30th Australasian Finance and Banking Conference 2017
Number of pages: 39 Posted: 18 Aug 2017 Last Revised: 13 Dec 2017
Pedro Barroso, Marco J. Menichetti and Jurij-Andrei Reichenecker
CATÓLICA-LISBON School of Business & Economics, Liechtenstein University and University of Strathclyde
Downloads 231 (227,001)
Citation 4

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Foreign exchange, currency market, currency overlay.

4.

Diversification Effect of Standard and Optimized Carry Trades

Number of pages: 31 Posted: 18 Jun 2015 Last Revised: 21 Nov 2017
Jurij-Andrei Reichenecker
University of Strathclyde
Downloads 165 (307,104)

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Diversification Effect, Carry Trade, Portfolio Optimization, Alternative Asset Class

5.

An International Equity and Currency Optimisation with Frictions

Number of pages: 48 Posted: 18 Jul 2019 Last Revised: 21 Jul 2023
Pedro Barroso, Jurij-Andrei Reichenecker, Michael R. Reichenecker and Florent Rouxelin
CATÓLICA-LISBON School of Business & Economics, University of Strathclyde, UBS AG and Florida International University
Downloads 148 (338,238)
Citation 1

Abstract:

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asset allocation, currency overlay, portfolio choice, portfolio optimization