Internet Appendix to Beyond the Carry Trade: Optimal Currency Portfolios
Journal of Financial and Quantitative Analysis, 50, October 2015
15 Pages Posted: 1 May 2016
Date Written: October 1, 2015
This appendix to 'Beyond the Carry Trade: Optimal Currency Portfolios' presents supplementary results not included in the paper.
The paper may be found here: http://ssrn.com/abstract=2041460.
Keywords: forward rate premium, carry trade, currency market, optimal portfolios
JEL Classification: F31, G11, G12
Suggested Citation: Suggested Citation