Foreign exchange : a practitioner's approach to the markets /
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| Format: | Book |
| Language: | English |
| Published: |
London :
Risk Books,
2009.
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| Subjects: |
Table of Contents:
- 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.