Mean Variance Carry Trade Strategy

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Academic paper

On the Risk and Return of the Carry Trade

AuthorsFabian Ackermann; Walt Pohl; Karl Schmedders

Institute
  • Kantonsschule Zürcher Oberland
  • Zurcher Kantonalbank
  • Norwegian School of Economics
  • University of Zurich
  • NHH Norwegian School of Economics
  • International Institute for Management Development
  • IMD Lausanne

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