A New Look at Currency Investing (A Summary)

4 Pages Posted: 29 Mar 2015

See all articles by Momtchil Pojarliev

Momtchil Pojarliev

Fischer Francis Trees & Watts, Inc.

Richard M. Levich

New York University (NYU) - Department of Finance; National Bureau of Economic Research (NBER)

Date Written: December 1, 2012

Abstract

Managing risk is at the core of managing any financial organization. Risk measurement and quantitative tools are critical aids for supporting risk management, but quantitative tools alone are no substitute for judgment, wisdom, and knowledge. Managers within a financial organization must be, before anything else, risk managers in the true sense of managing the risks that the firm faces.

Keywords: Currency, FX, carry trade, trend following, beta grazers, volatility, alpha generator

JEL Classification: G00

Suggested Citation

Pojarliev, Momtchil and Levich, Richard M., A New Look at Currency Investing (A Summary) (December 1, 2012). CFA Institute Research Foundation. Available at SSRN: https://ssrn.com/abstract=2586018

Momtchil Pojarliev

Fischer Francis Trees & Watts, Inc. ( email )

200 Park Avenue, 11th Floor
New York, NY 10166
United States

Richard M. Levich (Contact Author)

New York University (NYU) - Department of Finance ( email )

Stern School of Business
44 West 4th Street
New York, NY 10012-1126
United States
212-998-0422 (Phone)
212-995-4256 (Fax)

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

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