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Efficiency of Currency Asset Classes

Year 2013, Volume: 3 Issue: 2, 544 - 558, 01.06.2013

Mohammad R. Safarzadeh Fatemeh Ibrahimi Nazarian Ana Kristel C. Molina

https://izlik.org/JA83WJ68YS

Abstract

Analyzing the risk and return for the S&P Currency Index Arbitrage and the Merk Absolute Return Currency Fund, this study intends to find whether currency asset classes are worthwhile investments. To determine where the efficient currency portfolios lie in the risk and return spectrum, this paper compares the two portfolios to fixed income and equity asset portfolios. The results lead to a baffling conclusion that, in general, the returns to low-risk currency asset portfolios are higher than the equity asset portfolios of same risk level.

Keywords

Currency asset class risk and return fund allocation efficient frontiers

Year 2013, Volume: 3 Issue: 2, 544 - 558, 01.06.2013

Mohammad R. Safarzadeh Fatemeh Ibrahimi Nazarian Ana Kristel C. Molina

https://izlik.org/JA83WJ68YS

Abstract

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Details

Other ID JA43GG29FV
Authors

Mohammad R. Safarzadeh This is me

Fatemeh Ibrahimi Nazarian This is me

Ana Kristel C. Molina This is me

Publication Date June 1, 2013
IZ https://izlik.org/JA83WJ68YS
Published in Issue Year 2013 Volume: 3 Issue: 2

Cite

APA Safarzadeh, M. R., Nazarian, F. I., & Molina, A. K. C. (2013). Efficiency of Currency Asset Classes. International Journal of Economics and Financial Issues, 3(2), 544-558. https://izlik.org/JA83WJ68YS
AMA 1.Safarzadeh MR, Nazarian FI, Molina AKC. Efficiency of Currency Asset Classes. IJEFI. 2013;3(2):544-558. https://izlik.org/JA83WJ68YS
Chicago Safarzadeh, Mohammad R., Fatemeh Ibrahimi Nazarian, and Ana Kristel C. Molina. 2013. “Efficiency of Currency Asset Classes”. International Journal of Economics and Financial Issues 3 (2): 544-58. https://izlik.org/JA83WJ68YS.
EndNote Safarzadeh MR, Nazarian FI, Molina AKC (June 1, 2013) Efficiency of Currency Asset Classes. International Journal of Economics and Financial Issues 3 2 544–558.
IEEE [1]M. R. Safarzadeh, F. I. Nazarian, and A. K. C. Molina, “Efficiency of Currency Asset Classes”, IJEFI, vol. 3, no. 2, pp. 544–558, June 2013, [Online]. Available: https://izlik.org/JA83WJ68YS
ISNAD Safarzadeh, Mohammad R. - Nazarian, Fatemeh Ibrahimi - Molina, Ana Kristel C. “Efficiency of Currency Asset Classes”. International Journal of Economics and Financial Issues 3/2 (June 1, 2013): 544-558. https://izlik.org/JA83WJ68YS.
JAMA 1.Safarzadeh MR, Nazarian FI, Molina AKC. Efficiency of Currency Asset Classes. IJEFI. 2013;3:544–558.
MLA Safarzadeh, Mohammad R., et al. “Efficiency of Currency Asset Classes”. International Journal of Economics and Financial Issues, vol. 3, no. 2, June 2013, pp. 544-58, https://izlik.org/JA83WJ68YS.
Vancouver 1.Mohammad R. Safarzadeh, Fatemeh Ibrahimi Nazarian, Ana Kristel C. Molina. Efficiency of Currency Asset Classes. IJEFI [Internet]. 2013 Jun. 1;3(2):544-58. Available from: https://izlik.org/JA83WJ68YS