The Argument for Including the Mexican Peso in Actively Managed Currency Portfolios
Authors: Emmanuel Acar, Shane James
Should the Mexican Peso be reserved for only high risk hedges? The authors offer more that enough reasons for taking a closer look at the peso's usefulness in a broader investment role. Using a foreign exchange index, the authors build their case that risk adjusted returns from active currency portfolios management can be enhanced through inclusion of the Mexican Peso contract.
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