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Currency Hedging for International Portfolios

✍ Scribed by Jack Glen and Philippe Jorion


Book ID
120089807
Publisher
John Wiley and Sons
Year
1993
Tongue
English
Weight
425 KB
Volume
48
Category
Article
ISSN
0022-1082

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πŸ“œ SIMILAR VOLUMES


Currency hedging for international stock
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We test whether hedging currency risk improves the performance of international stock portfolios.We show that an auxiliary regression provides a wealth of information about the optimal portfolio holdings for non-mean-variance investors, analogous to the information provided by the Jensen regression

Hedging foreign currency portfolios
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