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Explaining the returns of active currency managers

In: Portfolio and risk management for central banks and sovereign wealth funds

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  • Sam Nasypbek

    (World Bank)

  • Scheherazade S Rehman

    (George Washington University and EU Research Centre)

Abstract

No abstract is available for this item.

Suggested Citation

  • Sam Nasypbek & Scheherazade S Rehman, 2011. "Explaining the returns of active currency managers," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 211-256, Bank for International Settlements.
    • Handle: RePEc:bis:bisbpc:58-11
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    References listed on IDEAS

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    1. Momtchil Pojarliev & Richard Levich, 2014. "Evaluating absolute return managers," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(1), pages 95-103, February.
    2. Li, Chenlu & Li, Baibing & Tee, Kai-Hong, 2020. "Are hedge funds active market liquidity timers?," International Review of Financial Analysis, Elsevier, vol. 67(C).

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