The Performance Analysis of Using Momentum and Carry Trade in Currency Portfolio
碩士 === 國立政治大學 === 金融研究所 === 104 === In this thesis, we mainly investigate whether it could improve the performance of currency portfolio by adjusting weights among carry trade, momentum and market return in foreign exchange market under different kinds of regimes. Based on a sample of 28 mar...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/14522143788355271380 |