Optimal Forward Contracts.

Firms that have foreign currency exposure face the problem of optimally hedging currency risk. In this paper, the firm adopts a hedging strategy that takes the risk-reward trade-off into account.

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Year of publication:	1999
Authors:	Ghosh, S.
Institutions:	Weiss Center for International Financial Research, Wharton School of Business
Subject:	CONTRACTS \| CURRENCIES \| RISK

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Series:	Weiss Center Working Papers.
Type of publication:	Book / Working Paper
Notes:	49 pages
Classification:	E40 - Money and Interest Rates. General ; E49 - Money and Interest Rates. Other
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005664257