Investment Mandates and the Value of Distribution Timing in Currency Portfolios Choice
Adding skewness and kurtosis to mean-variance allocations in currency markets produces economically meaningful gains that depend critically on the investment mandate and ability to adjust gross exposure.
Featured in No. 137 on 30 Oct 2026 · 6 days after release
- Released
- 24 Oct 2026
- First featured
- No. 137 · 30 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- SSRN 7660982
- Authors
- Mattia Alfero et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).