International equity portfolio performance : to hedge or not to hedge foreign currency risk
Sung Ik Kim, Yannan Shen and Chengho Hsieh
| Year of publication: |
2020
|
|---|---|
| Authors: | Kim, Sung Ik ; Shen, Yannan ; Hsieh, Cheng-ho |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 19.2020, 12, p. 1401-1411
|
| Subject: | International Equity Portfolio | Foreign Currency Risk | Jensen Measure | Sharpe Measure | Treynor Measure | Portfolio-Management | Portfolio selection | Währungsrisiko | Exchange rate risk | Hedging | Portfolio-Investition | Foreign portfolio investment | Welt | World | CAPM | Messung | Measurement |
| 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/10012608316