Beyond the Carry Trade: Optimal Currency Portfolios
Pedro Santa-Clara (The Nova School of Business and Economics, Portugal)
- Erasmus Finance Seminars
Pedro Santa-Clara (The Nova School of Business and Economics, Portugal)
Philip Strahan (Boston College, United States)
Raman Uppal (EDHEC, United Kingdom)
Norman Schurhoff (HEC Lausanne)
Kai Li (UBC)
Nicolae Garleanu (UC Berkeley)
Tarun Chordia (Emory University)
Evgeny Lyandres (Boston University)
Jennifer Huang (CKGSB)
Jun Qian (Boston College)
Andrei Malenko (MIT)
Philippe Mueller (LSE)
Peter Feldhutter (LBS)
Joel Peress (INSEAD)
Zhiguo He (Chicago)
Andrew Ellul (Indiana)
Russ Wermers (University of Maryland)
Anthony Lynch (NYU Stern)
Gideon Saar (Cornell)
Clemens Sialm (Texas A&M)