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FX Series with Hathersage Capital – I

Tuesday, August 14, 2007
Foreign exchange (FX) absolute return is one of the purest forms of uncorrelated alpha and, unlike many alpha sources, requires little or no funding.

A SQUARE :: 14Aug07 FX Series with Hathersage Capital – I
Category Foreign Exchange
Faculty Lynnelle Jones
Expertise Foreign Exchange
Author Sona Blessing
Faculty Name
International diversification introduces the currency asset, the base currency and international currency, into portfolios. Many investors have learned about the diversification aspect of currency the hard way, as relative currency movements have produced unanticipated, uncompensated and unwanted volatility. In fact, international equity, fixed income and real estate markets are highly correlated without currency exposures
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