Diversification internationale sous contrainte et couverture contre le risque de change.

The international diversification of the relatively illiquid portfolios of financial institutions points out two questions: first, the basic advantages and methodology of exchange risk hedging; second, the relevance of centralized balance sheet management. This document answers these questions in a discrete time mean-variance framework.

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Year of publication:	1996
Authors:	Namur, D.
Institutions:	Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
Subject:	TAUX DE CHANGE \| FINANCES INTERNATIONALES \| MARCHE FINANCIER

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Series:	Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
Type of publication:	Book / Working Paper
Notes:	43 pages
Classification:	F30 - International Finance. General ; F31 - Foreign Exchange ; G10 - General Financial Markets. General ; G12 - Asset Pricing ; G15 - International Financial Markets
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005618866