Volatility-managed currency risk premia

Additional Metadata
Keywords	Exchange rates, Carry trade, Momentum returns, Volatility management, Time-varying risk
Thesis Advisor	Choi, Hoyong, Rosellon, Miguel
Persistent URL	hdl.handle.net/2105/45873
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Malkamäki, Eetu. (2018, July 19). Volatility-managed currency risk premia. Finance & Investments. Retrieved from http://hdl.handle.net/2105/45873

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