Replicating the carry trade through an exchange traded fund

Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2013. === Cataloged from PDF version of thesis. === Includes bibliographical references (p. 45-49). === There is an overarching belief that the carry trade is a simple investment strategy based on the popular mantra of...

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Bibliographic Details
Main Author: Shan, Jonathan (Jonathan W.)
Other Authors: S.P. Kothari.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2013
Subjects:
Online Access:http://hdl.handle.net/1721.1/80680