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Efficiency of Currency Asset Classes

Yıl 2013, Cilt: 3 Sayı: 2, 544 - 558, 01.06.2013

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

https://izlik.org/JA83WJ68YS

Öz

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.

Anahtar Kelimeler

Currency asset class risk and return fund allocation efficient frontiers

Yıl 2013, Cilt: 3 Sayı: 2, 544 - 558, 01.06.2013

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

https://izlik.org/JA83WJ68YS

Öz

Toplam 0 adet kaynakça vardır.

Ayrıntılar

Diğer ID JA43GG29FV
Yazarlar

Mohammad R. Safarzadeh Bu kişi benim

Fatemeh Ibrahimi Nazarian Bu kişi benim

Ana Kristel C. Molina Bu kişi benim

Yayımlanma Tarihi 1 Haziran 2013
IZ https://izlik.org/JA83WJ68YS
Yayımlandığı Sayı Yıl 2013 Cilt: 3 Sayı: 2

Kaynak Göster

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, ve 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 (01 Haziran 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, ve A. K. C. Molina, “Efficiency of Currency Asset Classes”, IJEFI, c. 3, sy 2, ss. 544–558, Haz. 2013, [çevrimiçi]. Erişim adresi: 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 (01 Haziran 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., vd. “Efficiency of Currency Asset Classes”. International Journal of Economics and Financial Issues, c. 3, sy 2, Haziran 2013, ss. 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]. 01 Haziran 2013;3(2):544-58. Erişim adresi: https://izlik.org/JA83WJ68YS