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Dr. Momtchil Pojarliev, CFA,
Director and Senior Portfolio Manager for Hathersage, presented his latest research paper, coauthored with Richard Levich of NYU and soon to be published in the Journal of Portfolio Management:
Are All Currency Managers Equal?
- Do currency managers provide diversification to institutional
investors
with large equity exposure?
- Are some managers better suited to offer diversification?
- Optimal number of managers.
- A framework for choosing the right managers.
- Alpha and beta persistence in currency management.
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