Currency
- Sources of Return within an Emerging Markets Fixed-Income and Foreign Exchange PortfolioAmer BisatThe Journal of Alternative Investments June 2010, 13 (1) 79-86; DOI: https://doi.org/10.3905/jai.2010.13.1.079
- Introducing the Multi-Asset Strategy IndexHeiko Ebens, Chintan Kotecha, Alex Ypsilanti and Arik ReissThe Journal of Alternative Investments December 2008, 11 (3) 6-25; DOI: https://doi.org/10.3905/JAI.2009.11.3.006
- Trading the Forward Rate PuzzleMomtchil PojarlievThe Journal of Alternative Investments December 2008, 11 (3) 58-61; DOI: https://doi.org/10.3905/JAI.2009.11.3.026
- How Rational Are the Option Prices of the Hong Kong Dollar Exchange Rate?Samuel Drapeau, Tan Wang and Tao WangThe Journal of Derivatives February 2021, 28 (3) 140-161; DOI: https://doi.org/10.3905/jod.2020.1.120
- Interrelations among Cross-Currency Basis Swap Spreads: Pre- and Post-Crisis AnalysisOyakhilome IbhaguiThe Journal of Derivatives April 2019, jod.2019.1.073; DOI: https://doi.org/10.3905/jod.2019.1.073
- Numeraire Dependence in Risk-Neutral Probabilities of Event OutcomesMichael Hanke, Rolf Poulsen and Alex WeissensteinerThe Journal of Derivatives May 2019, 26 (4) 128-143; DOI: https://doi.org/10.3905/jod.2019.26.4.128
- Pricing and Hedging Quanto Forward-Starting Floating-Strike Asian OptionsChuang-Chang Chang, Tzu-Hsiang Liao and Chueh-Yung TsaoThe Journal of Derivatives May 2011, 18 (4) 37-53; DOI: https://doi.org/10.3905/jod.2011.18.4.037
- Real Interest Rate Shocks and Portfolio StrategyEugene Podkaminer, Wylie Tollette and Laurence SiegelThe Journal of Investing September 2020, 29 (6) 23-41; DOI: https://doi.org/10.3905/joi.2020.1.148
- Strategic Currency Hedging in Multi-Asset PortfoliosRafael Iborra and Ilyas ChabaneThe Journal of Investing July 2020, 29 (5) 31-57; DOI: https://doi.org/10.3905/joi.2020.1.141
- The Golden Variable?J. Benson DurhamThe Journal of Investing July 2020, 29 (5) 77-95; DOI: https://doi.org/10.3905/joi.2020.1.137
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