Currency overlay for global equity portfolios : cross-hedging and base currency
Year of publication: |
2015
|
---|---|
Authors: | Opie, Wei ; Dark, Jonathan |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 2, p. 186-200
|
Subject: | canadian dollar | Australischer Dollar | Australian dollar | Währungsspekulation | Currency speculation | Hedging | Portfolio-Management | Portfolio selection |
-
Small traders in currency futures markets format
Röthig, Andreas, (2010)
-
Small traders in currency futures markets
Röthig, Andreas, (2011)
-
The dynamic relationship between stock, bond and foreign exchange markets
Kal, S. Hilmi, (2015)
- More ...
-
Currency Overlay for Global Equity Portfolios: Cross‐Hedging and Base Currency
Opie, Wei, (2015)
-
Investor heterogeneity and the cross-sectional stock returns in China
Opie, Wei, (2013)
-
Global Currency Hedging with Common Risk Factors
Opie, Wei, (2019)
- More ...