カレンシーオーバーレイ関連の記事・論文を直接ホームページからダウンロード
www.aima.org
Alternative ways to look at currency risk management
A value approach to currency hedging benchmarks member only
A Dynamic Index for Managed Currencies Funds
International Investing Coupled With Enhanced Currency Overlay
www.aimr.org
Currency risk in Investment Portfolio
Benchmarks and Performance Attribution Subcommittee Report
www.calpers.ca.gov
Passive Currency Overlay Program - Internally Managed
Currency Overlay - Externally Managed
Investment Policy for Derivativies - Investment Office
Statement of Derivaties Investment Policy for External Money Managers
Foreign Exchange Transaction
Quantitative Traders
The AFX: A Benchmark for Dynamic Currency Management and Trading Style Analysis
www.japanpension.com
受託者責任:変化のスピードと経済面における現実
興味深い研究をしている学者のホームページ
Prof. Dr. Thomas Lux
ドイツのキール大学で金融、マクロ経済を研究。暴落、マルチフラクタルなどの研究論文をダウンロード可能