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| Tekijä: | Lequeux, P. |
| Otsikko: | Trading style analysis of leveraged currency funds |
| Lehti: | Journal of asset management
2001 : JUN, VOL. 2:1, p. 56-74 |
| Asiasana: | CURRENCY MARKETS GEARING TRADING VOLATILITY |
| Kieli: | eng |
| Tiivistelmä: | This paper demonstrates how a dynamic currency index can be used in analysing the trading styles of currency fund managers. The authors first recall the composition, market timing and asset allocation of the dynamic index. They then introduce their universe of leveraged currency funds and show how to gain a better understanding of the strategies used by specific managers. |
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