Factor Investing in Currency Markets: Does It Make Sense? | The Journal of Portfolio Management

The Journal of Portfolio Management

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vol. 46 no. 2 141-155

DOI

https://doi.org/10.3905/jpm.2019.1.116

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Pageant Media Ltd

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Published online January 2, 2020.

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Latest version (October 31, 2019 - 21:56).
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© 2019 Pageant Media Ltd

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Elisa Baku
1. is a PhD candidate in economics at the University of Paris 1 in Paris, France. (elisa.baku{at}etu.univ-paris1.fr)
Roberta Fortes
1. is a PhD candidate in economics at the University of Paris 1 in Paris, France. (roberta.a.fortes{at}gmail.com)
Karine Hervé
1. is a senior economist at Amundi in Paris, France. (karine.herve{at}amundi.com)
Edmond Lezmi
1. is head of multiasset quantitative research at Amundi in Paris, France. (edmond.lezmi{at}amundi.com)
Hassan Malongo
1. is a derivatives and volatility portfolio manager at Amundi in Paris, France. (hassan.malongo{at}amundi.com)
Thierry Roncalli
1. is head of quantitative research at Amundi in Paris, France. (thierry.roncalli{at}amundi.com)
Jiali Xu
1. is a quantitative research analyst at Amundi in Paris, France. (jiali.xu{at}amundi.com)

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