Avoiding Yen Carry Trade Unwind Through Diversification

dc.contributor.author	Valiquette, Max
dc.date.accessioned	2014-01-27T13:53:56Z
dc.date.available	2014-01-27T13:53:56Z
dc.date.issued	2014-01-27
dc.identifier.uri	http://hdl.handle.net/2077/34978
dc.description.abstract	This study compares Markowitz’s mean-variance carry trade portfolios with traditional foreign exchange carry trade investments. The strategy generates on average positive yields over the total time frame, including the 2008 yen carry trade unwind, proving the strength of diversification. Recognizing investment opportunities in the USD/HKD currency pair has been a crucial part in obtaining a high return to variance ratio.	sv
dc.language.iso	eng	sv
dc.relation.ispartofseries	201401:271	sv
dc.relation.ispartofseries	Uppsats	sv
dc.title	Avoiding Yen Carry Trade Unwind Through Diversification	sv
dc.title.alternative	Avoiding Yen Carry Trade Unwind Through Diversification	sv
dc.type	text
dc.setspec.uppsok	SocialBehaviourLaw
dc.type.uppsok	H1
dc.contributor.department	University of Gothenburg/Department of Economics	eng
dc.contributor.department	Göteborgs universitet/Institutionen för nationalekonomi med statistik	swe
dc.type.degree	Student essay