Jurij-Andrei Reichenecker

Hochschule Liechtenstein - Institute of Financial Services

Liechtenstein

SCHOLARLY PAPERS

5

DOWNLOADS

795

SSRN CITATIONS

1

CROSSREF CITATIONS

7

Scholarly Papers (5)

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: 16 Aug 2017
University of Queensland, University of New South Wales (UNSW), University of Auckland, University of Essex - Essex Business School, University of Warsaw, University of Queensland, Students, Waikato Management School, University of Queensland, Students, Singapore Management University, ESSEC Business School, University of Queensland, Federal University of Paraiba (UFPB), Meiji University, University of Queensland, Students, University of Queensland, Hochschule Liechtenstein - Institute of Financial Services, Graduate School of Economics, Nagoya City University, Heriot-Watt University, University of Queensland, Business School, Students, Universitas Gadjah Mada (UGM), University of Queensland, University of Queensland and Department of Applied Finance and Actuarial Studies, Macquarie University
Downloads 281 (116,265)
Citation 8

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
Hochschule Liechtenstein - Institute of Financial Services
Downloads 236 (139,030)

Abstract:

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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
UNSW Australia Business School, School of Banking and Finance, Liechtenstein University and Hochschule Liechtenstein - Institute of Financial Services
Downloads 120 (249,257)

Abstract:

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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
Hochschule Liechtenstein - Institute of Financial Services
Downloads 116 (255,418)

Abstract:

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

5.

Let the Parametric Phoenix Fly

Number of pages: 41 Posted: 18 Jul 2019
Pedro Barroso, Jurij-Andrei Reichenecker and Michael R. Reichenecker
UNSW Australia Business School, School of Banking and Finance, Hochschule Liechtenstein - Institute of Financial Services and UBS AG
Downloads 42 (444,463)

Abstract:

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asset allocation, currency overlay, portfolio choice, portfolio optimization