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Alternative currency hedging strategies with known covariances
Chen, Wei; Kritzman, Mark; Turkington, David - In: Journal of investment management : JOIM 13 (2015) 2, pp. 6-24
Persistent link: https://www.econbiz.de/10011635273
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Hedging with an Edge : Parametric Currency Overlay
Barroso, Pedro - 2017
domestic portfolio. We propose modeling the currency hedging strategy as a function of characteristics proxying for expected … hedging. Proxies for risk, such as volatility, skewness, beta on volatility, and equity sensitivity are irrelevant in our …
Persistent link: https://www.econbiz.de/10012949646
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Currency Hedged Return Calculations
Steiner, Andreas - 2011
We see a contrast between the importance of the currency risk factor in modern investment management and its treatment in portfolio analytics like performance attribution and risk budgeting. Part of this can be explained by conceptual complexities: currencies are not just another asset class,...
Persistent link: https://www.econbiz.de/10013130295
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Lending relationships and currency hedging
Leão, Sérgio; Schiozer, Rafael Felipe; Oliveira, Raquel F. - 2022
Persistent link: https://www.econbiz.de/10013461211
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Entscheidungsorientierte Wechselkurssicherung
Stephan, Jürgen - 1989
Persistent link: https://www.econbiz.de/10013360916
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Financial management at Danmarks Nationalbank
2004
Persistent link: https://www.econbiz.de/10001862736
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Hedging mit fixen Termingeschäften und Optionen : ein Vergleich auf der Grundlage eines operationalisierten Risikomanagementkonzeptes
Braun, Thomas; Braun, Thomas K. - 1990
Persistent link: https://www.econbiz.de/10013165659
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Financial risk management : domestic and international dimensions
Jorion, Philippe - 1996
Persistent link: https://www.econbiz.de/10013548643