Hedging the exchange rate risk in international portfolio diversification : currency forwards versus currency options
Raimond Maurer; Shohreh Valiani
| Year of publication: |
2003
|
|---|---|
| Authors: | Maurer, Raimond ; Valiani, Shohreh |
| Publisher: |
Frankfurt am Main : Univ., Fachbereich Wirtschaftswiss. |
| Subject: | shortfall risk | Währungsmanagement | Foreign exchange management | Hedging | Währungsderivat | Currency derivative | Devisenoption | Currency option | Portfolio-Management | Portfolio selection | International | Schätzung | Estimation | Großbritannien | United Kingdom | Schweiz | Switzerland | Japan | Deutschland | Germany | USA | United States |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 31 S graph. Darst 30 cm |
|---|---|
| Series: | Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften. - Frankfurt, M. : Johann-Wolfgang-Goethe-Univ., Fachbereich Wirtschaftswiss., ISSN 1434-3401, ZDB-ID 2503154-5. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 27 - 29 Internetausg.: http://www.finance.uni-frankfurt.de/schmidt/WPs/wp/wp109.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001780243