Currency Carry
Antti Ilmanen
Abstract
Antti Ilmanen
Abstract
This chapter contains sections titled: Introduction Historical average returns Improvements/refinements to the baseline carry strategy Why do carry strategies work? Carry here, carry there, carry everywhere Notes
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This chapter contains sections titled: Introduction Historical average returns Improvements/refinements to the baseline carry strategy Why do carry strategies work? Carry here, carry there, carry everywhere Notes
Key concepts: Carry (investment), Currency, Computer science, Economics, Finance, Monetary economics