Jurij‐Andrei Reichenecker
University of Liechtenstein(LI)
Publications by Year
Research Areas
Financial Markets and Investment Strategies, Monetary Policy and Economic Impact, Financial Risk and Volatility Modeling, Market Dynamics and Volatility, Complex Systems and Time Series Analysis
Most-Cited Works
- → Hedging with an Edge: Parametric Currency Overlay(2021)20 cited
- → Increasing the Discoverability of Non-English Language Research Papers: A Reverse-Engineering Application of the Pitching Research Template(2017)15 cited
- → Pitching non-English language research: A dual-language application of the Pitching Research Framework(2018)8 cited
- → Diversification effect of standard and optimized carry trades(2018)4 cited
- → Standard and optimized carry trades(2018)1 cited
- → Diversification Effect of Naave and Optimized Carry Trades(2015)1 cited
- → Currency Carry Trade Portfolios and Its Sensitivity to Interest Rates(2014)
- → Let the Parametric Phoenix Fly(2019)