Hedging the Exchange Rate Risk in International Portfolio Diversification:Currency Forwards versus Currency Options
Year of publication: |
2003-06-01
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Authors: | Maurer, Raimond ; Valiani, Shohreh |
Publisher: |
Universität <Frankfurt, Main> / Fachbereich Wirtschaftswissenschaften |
Subject: | Portfolio Selection | Termingeschäft | Fremdwährung |
Extent: | 1141760 bytes 43 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | F31 - Foreign Exchange ; G11 - Portfolio Choice ; G15 - International Financial Markets ; Financial theory ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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