A New Look at Currency Investing (A Summary)
4 Pages Posted: 29 Mar 2015
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: 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
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