Efficiency of Currency Asset Classes

Mohammad R. Safarzadeh; Fatemeh Ibrahimi Nazarian; Ana Kristel C. Molina

Makale detayları

Efficiency of Currency Asset Classes

Yazarlar:

Mohammad R. Safarzadeh | Fatemeh Ibrahimi Nazarian | Ana Kristel C. Molina

Yayıncı:

İlhan ÖZTÜRK

Dergi:

International Journal of Economics and Financial Issues 2013 Vol.3 Issue 2, pp.544-558

Belge Tipi:

Makale

Yayın Tarihi:

5/2013

Belge Dili:

Türkçe

Document ID (Org No.):

2000814719

Sıklık:

İki Aylık

eISSN:

2146-4138

Özet:

 

Analyzing the risk and return for the S&P Currency Index Arbitrage and the Merk Absolute Return Currency Fund, this study intends to find whether currency asset classes are worthwhile investments. To determine where the efficient currency portfolios lie in the risk and return spectrum, this paper compares the two portfolios to fixed income and equity asset portfolios. The results lead to a baffling conclusion that, in general, the returns to low-risk currency asset portfolios are higher than the equity asset portfolios of same risk level.

Makale detayları

Efficiency of Currency Asset Classes

Yazarlar: Mohammad R. Safarzadeh | Fatemeh Ibrahimi Nazarian | Ana Kristel C. Molina

Yayıncı: İlhan ÖZTÜRK

Dergi: International Journal of Economics and Financial Issues 2013 Vol.3 Issue 2, pp.544-558

Belge Tipi: Makale

Yayın Tarihi: 5/2013

Belge Dili: Türkçe

Document ID (Org No.): 2000814719

Sıklık: İki Aylık

eISSN: 2146-4138

Sayı

Yazarlar:

Mohammad R. Safarzadeh | Fatemeh Ibrahimi Nazarian | Ana Kristel C. Molina

Yayıncı:

İlhan ÖZTÜRK

Dergi:

International Journal of Economics and Financial Issues 2013 Vol.3 Issue 2, pp.544-558

Belge Tipi:

Makale

Yayın Tarihi:

5/2013

Belge Dili:

Türkçe

Document ID (Org No.):

2000814719

Sıklık:

İki Aylık

eISSN:

2146-4138