Alternative currency hedging strategies with known covariances
Wei Chen, Mark Kritzman and David Turkington
| Year of publication: |
2015
|
|---|---|
| Authors: | Chen, Wei ; Kritzman, Mark ; Turkington, David |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 13.2015, 2, p. 6-24
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| Subject: | Currency hedging | risk management | optimal hedge ratio | currency forwards | currency options | Hedging | Währungsderivat | Currency derivative | Theorie | Theory | Risikomanagement | Risk management | Devisenoption | Currency option | Währungsrisiko | Exchange rate risk | Portfolio-Management | Portfolio selection | Währungsmanagement | Foreign exchange management | Volatilität | Volatility | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011635273