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Currency hedge funds

Friday, February 01, 2013
Research on performance and risk.

A SQUARE :: 01Feb13 Currency hedge funds
Category Currency
Author Florian Guldner
A new study analyzes the performance of currency hedge funds above foreign exchange risk premia.
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[24Jul07] [Debt Note/Currency] iPath EUR/USD Exchange Rate ETN
Issued by Barclays Bank PLC, it is a senior, unsecured, unsubordinated debt note whose return is linked to the performance of the “EUR/USD exchange rate” or “Index”

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Fund exploits exchange-rate volatility around the world via transactions in currency forwards and options combined with long and short positions in more than 30 currencies that are balanced in size

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