Foreign exchange : a practitioner's approach to the markets /

সংরক্ষণ করুন:
গ্রন্থ-পঞ্জীর বিবরন
অন্যান্য লেখক: Middleton, Amy (Editor)
বিন্যাস: গ্রন্থ
ভাষা:English
প্রকাশিত: London : Risk Books, 2009.
বিষয়গুলি:
সূচিপত্রের সারণি:
  • PART I Currency risk and global macro
  • 1 Risk Assessment in Currency Programmes / Michael Shilling and Gavin Francis
  • 2 Currency in Global Macro Investing / Karen Parker Feld; Don Rich
  • PART II Currency overlay
  • 3 Currency Overlay: What, Why and How? / Amy Middleton
  • 4 Passive Currency Hedging: Is It a Good Idea? / Ulf J. Lindahl
  • 5 Currency Return Attribution for International Fixed Income and Equity / Eric B. P. Busay and Omid Rezania
  • 6 From Active Overlay to Passive Overlay Plus Pure Alpha / Hai Xin and Hugues Rondouin
  • PART III Alpha generation
  • 7 New Generation FX Models: A Practitioner Perspective / Fatih Yilmaz
  • 8 Currency Management: A Diversified Source of Returns / Thanos Papasavvas
  • 9 Investing in Emerging Markets' Currencies: Where We Came From and Where We Are Going / Guillermo Ossés
  • 10 Investigating Moving Averages Rules: A Stochastic Simulation Approach / Fatih Yilmaz
  • 11 Energy Efficiency and Currencies: A Systematic Investment Strategy / Alessio de Longis
  • 12 Hedge Fund Performance Statistics: Fairytale or Reality? / Amy Middleton
  • PART IV Portfolio allocation
  • 13 Currency Management Indexes: What Do They Tell Us? / Emmanuel Acar; Momtchil Pojarliev
  • 14 Multi-Manager Currency Funds / Bill Muysken
  • 15 How to Benefit from International Currency Exposure / Claire Dissaux
  • 16 Active Currency: Worth the Risk? / Jeppe Ladekarl and Samagan Nasypbek.