Analysis of Carry Trades

Mohsen Mazaheri

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SSRN Electronic Journal

Article . 2018 . Peer-reviewed

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https://dx.doi.org/10.2139/ssr...

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Analysis of Carry Trades

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2018 English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

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Authors: Mohsen Mazaheri;

doi: 10.2139/ssrn.3169226

Analysis of Carry Trades

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Abstract

This paper discusses the following in context of carry trading and analysis: risk quantification, trade and portfolio risk reward analysis, distributional and statistical characteristics, and portfolio construction. The paper gives ideas on how to trade carry systematically.

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