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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

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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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    File URL: http://www.bis.org/publ/bppdf/bispap58j.pdf
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    References listed on IDEAS

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