An Empirical Study of Portfolio Selection for Optimally Hedged Portfolios
Year of publication: |
2003
|
---|---|
Authors: | Adcock, C. J. |
Published in: |
Multinational Finance Journal. - Multinational Finance Society - MFS. - Vol. 7.2003, 1-2, p. 85-106
|
Publisher: |
Multinational Finance Society - MFS |
Subject: | exchange rate risk | currency hedging | mean-variance optimization |
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