As past research suggest, currency exposure risk is a main source of overall risk of internationaldiversified portfolios. Thus, controlling the currency risk is an important instrument forcontrolling and improving investment performance of international investments. This studyexamines the...

As past research suggest, currency exposure risk is a main source of overall risk of international diversified portfolios. Thus, controlling the currency risk is an important instrument for controlling and improving investment performance of international investments. This study examines the...

Purpose – This study seeks to examine the effectiveness of controlling the currency risk for international diversified mixed‐asset portfolios via two different hedge instruments, currency forwards and currency options. So far, currency forward has been the most common hedge tool, which will...

Vorgestellt wird eine empirische Studie, welche die Schätzung eines fundamentalen Multi-Faktor-Modells für ein Universum europäischer Aktien beinhaltet. Als Methode wurde in Anlehnung an die Vorgehensweise im BARRA-Modell der Querschnittsanalyse der Vorzug gegeben. Der Anteil der erklärten...