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~isPartOf:"CESifo working papers"
~person:"Melvin, Michael"
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Capital income
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Melvin, Michael
Woessmann, Ludger
30
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CESifo working papers
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ECONIS (ZBW)
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1
Retaining alpha : the effect of trade size and rebalancing frequency on FX strategy returns
Melvin, Michael
;
Pan, Wenqiang
;
Wikstrom, Petra
-
2020
incorporating tcosts in the construction of a portfolio improves
performance
for both high and low frequency strategies and retains …
Persistent link: https://www.econbiz.de/10012174753
Saved in:
2
Active currency investing and
performance
benchmarks
Melvin, Michael
;
Shand, Duncan
-
2010
There are no established benchmarks for evaluating currency investment manager
performance
. Some analysts have …. -- currency investing ;
performance
benchmarks ; carry ; momentum ; purchasing power parity …
Persistent link: https://www.econbiz.de/10003967792
Saved in:
3
When carry goes bad : the magnitude, causes, and duration of currency carry unwinds
Melvin, Michael
;
Shand, Duncan
-
2016
control carry-related losses and improve investment
performance
. …
Persistent link: https://www.econbiz.de/10011568722
Saved in:
4
Forecasting exchange rates : an investor perspective
Melvin, Michael
;
Prins, John
;
Shand, Duncan
-
2013
currency investing, we discuss the use of benchmarks and conclude that
performance
evaluation in currencies is much more …
Persistent link: https://www.econbiz.de/10009743826
Saved in:
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