The strategy can be—in fact, for many international traders, has been—highly profitable during periods of market calm and stable economic conditions.3However, carry trading is vulnerable to sudden market shifts, especially when the funding currencies (typically low-yielding "safe havens" like the ...
Indexes Carry Mild Losses Into Late-Day Trading.Not a creature was stirring as indexes ambled through a quiet trading session, little moved by mixed economic news, a spike in natural gas prices and declines in oil and gold.AlanR.Elliott...
Ehling, P., Gallmeyer, M., Srivastava, S. Tompaidis, S., and Yang, C. (2015) Portfolio tax trading with carry-over losses, unpublished working paper, University of Virginia.Ehling P, Gallmeyer M, Srivastava S, Tompaidis S, Yang C (2013) Portfolio choice with capital gain taxation ...
摘要: We study portfolio choice with multiple stocks and capital gains taxation, assuming that capital losses can only offset current or future realized capital gains. We show, through b... 查看全部>>关键词: portfolio choice capital gains taxation limited use of capital losses carryover losses ...
Ashura has been employed by Rift plc since 1 January 2013. She has also been self-employed Ashura has been employed by Rift plc since 1 January 2013. She has also been self-employed since 1 July 2015, preparing her first accounts for the nine-month period ended 5 April 2016. The followi...
aHY Markets is the trading name for Henyep Investment (UK) Limited HY Markets’ products are based on highly leveraged margin trading; as with any derivative instrument, such contracts carry a very high degree of risk and trading such instruments may expose the investor to substantial losses as ...
The iShares Commodity Curve Carry Strategy ETF (the “Fund”) seeks to track the investment results of an index composed of commodities with the top ten highest ranking roll yields2, on a total return basis, selected from a broad commodity universe.
Winning Losses: Trading Injunctions and the Treatment of Net Operating Loss Carryovers in Chapter 11Bankruptcy judges routinely enjoin debt and equity trading during Chapter 11 proceedings in order to protect bankrupt ...
This paper assesses the extent to which carry trade operations affect the performance of equity and bond markets in a target country, South Africa, by considering the US and the euro area as the funding countries. A two- and three-factor capital asset pricing model (CAPM) is employed to ass...