主要内容：Carry Trade has the characteristic of low Sharp Ratio and Negative Skewed. But when applying a novel binary-outcome classification tests to it, the negative skewness is purged, and market volatility (VIX) is uncorrelated with returns.
主要内容：Carry Trade has the characteristic of low Sharp Ratio and Negative Skewed. But when applying a novel binary-outcome classification tests to it, the negative skewness is purged, and market volatility (VIX) is uncorrelated with returns.
时间和刊物：NBER 2009 主要内容：Carry Trade has the characteristic o...
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距离考试还有16天了，但是任务还十分艰巨，还有好多没看的东西，我现在已经不能在逃避，也不能消耗掉宝贵的时间，所以最...
本文标题：The Carry Trade and Fundamentals
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