Enhancing Returns with Information in Currency Momentum Portfolios
The study recommends conditional currency momentum strategies that use market data to boost the performance of currency momentum portfolios, which have been unprofitable since the financial crisis.
Featured in No. 35 on 30 Jan 2024 ·
- Released
- 17 Apr 2023
- First featured
- No. 35 · 30 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4709606
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