Ross M. Kasarda

Virginia Retirement System

Risk Manager

VA

United States

SCHOLARLY PAPERS

1

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537

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0

Scholarly Papers (1)

1.

The Impact of Currency Exposure on Institutional Investment Performance: The Good, the Bad, and the Ugly

Number of pages: 51 Posted: 16 Jan 2014
Momtchil Pojarliev, Richard M. Levich and Ross M. Kasarda
Fischer Francis Trees & Watts, Inc., New York University (NYU) - Department of Finance and Virginia Retirement System
Downloads 537 (49,574)

Abstract:

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Foreign Exchange, Portfolio Construction, Alpha Generation, Risk Budgeting