Optimized Currency Portfolios
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Beyond the Carry Trade: Optimal Currency Portfolios
Pedro Barroso; Pedro Santa‐Clara
Universidade Católica Portuguesa- CATÓLICA-LISBON School of Business & Economics
UNSW Australia Business School, School of Banking and Finance
National Bureau of Economic Research- Universidade Nova de Lisboa
Centre for Economic Policy Research- University of Lisbon
- Centre for Economic Policy Research (CEPR)
- National Bureau of Economic Research (NBER)
- Nova School of Business and Economics
- New University of Lisbon - Nova School of Business and Economics
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