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About Assignment #5: Currency Value Fund
Wisdomteeth, a company that markets exchange-traded funds (ETFs), is considering offering a Currency Value Fund designed similarly to the Europa Bank Value (EBV) fund. The EBV fund selects long and short currency positions based on currency values relative to purchasing power parity (PPP). An analysis of the EBV fund returns over time finds periods of average performance interrupted by occasional sharp gains, suggesting the fund could benefit from adjusting its position sizes to take advantage of these dynamics.
Detailed Information
| Author: | ['goot11'] |
|---|---|
| Publication Year: | 2014 |
| Pages: | 3 |
| Language: | English |
| Format: | |
| Price: | FREE |
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