haku: @indexterm BENCHMARKING / yhteensä: 226
viite: 98 / 226
Tekijä: | Muralidhar, A. Pasquariello, P. |
Otsikko: | Views: use and abuse |
Lehti: | Journal of asset management
2001 : JUN, VOL. 2:1, p. 47-55 |
Asiasana: | BENCHMARKING CURRENCY MANAGEMENT BEHAVIOUR |
Kieli: | eng |
Tiivistelmä: | 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. |
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