Hedging foreign exchange risk with currency futures : portfolio effects
Year of publication: |
1988
|
---|---|
Authors: | Lypny, Gregory J. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 8.1988, 6, p. 703-715
|
Subject: | Währungsderivat | Currency derivative | Hedging | Portfolio-Management | Portfolio selection | USA | United States | 1984-1987 |
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