search query: @indexterm MANAGEMENT BEHAVIOUR / total: 173
reference: 45 / 173
| Author: | Muralidhar, A. Pasquariello, P. |
| Title: | Views: use and abuse |
| Journal: | Journal of asset management
2001 : JUN, VOL. 2:1, p. 47-55 |
| Index terms: | BENCHMARKING CURRENCY MANAGEMENT BEHAVIOUR |
| Language: | eng |
| Abstract: | Whenever a currency overlay manager deviates from a benchmark (regardless of style), the nature of currency trades implies an implicit view on currency levels. In this paper, the authors look at the views implied from some hypothetical positions of four types of managers: risk-controlled, technical, fundamental and mixed. |
SCIMA