Optimal foreign exchange risk hedging : a mean variance portfolio approach
Year of publication: |
2013
|
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Authors: | Kim, Yun-yeong |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 3.2013, 1, p. 1-6
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Subject: | Foreign Exchange | Risk | Optimal Hedging | Closed Form | Hedging | Theorie | Theory | Währungsrisiko | Exchange rate risk | Portfolio-Management | Portfolio selection | Währungsmanagement | Foreign exchange management |
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