Browsing BI Open by Author "Holm, Bengt-Rune"
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Risk management of carry trade with options
Holm, Bengt-Rune; Steinslien, Fredrik T. (Master thesis, 2013-02-12)his paper examines currency carry trades as well as an extension to the strategy by embracing options for risk management. Due to severe losses by Norwegian investors due to exchange rate movements during the financial ...