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Risk-adjusted return managed carry trade. (2021). Dupuy, Philippe.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100131x.

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  1. Conditional currency momentum portfolios. (2025). Sakemoto, Ryuta ; Iwanaga, Yasuhiro.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000511.

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  2. Carry Trade Dynamics Under Capital Controls: The Case of China. (2024). Tarzia, Domenico ; Gregoriou, Andros ; Balding, Christopher ; Zhang, Xiao.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09441-8.

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  3. Currency portfolios and global foreign exchange ambiguity. (2024). Sakemoto, Ryuta ; Cai, Xiaojing ; Asano, Takao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005646.

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  4. Carry and conditional value at risk trend: Capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts. (2023). Hertrich, Daniel.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001822.

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