Do Professional Currency Managers Beat the Benchmark?
收藏NBER2007-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w13714
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资源简介：
We investigate an index of returns on professionally managed currency funds and a subset of returns from 34 individual currency fund managers. Over the period 1990-2006, excess returns earned by currency fund managers have averaged 25 basis points per month. We examine the relationship of these
提供机构：
美国国家经济研究局
创建时间：
2007-12-01
