Optimal foreign exchange risk hedging : a mean variance portfolio approach
Year of publication: |
2013
|
---|---|
Authors: | Kim, Yun-yeong |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 3.2013, 1, p. 1-6
|
Subject: | Foreign Exchange | Risk | Optimal Hedging | Closed Form | Theorie | Theory | Hedging | Portfolio-Management | Portfolio selection | Währungsrisiko | Exchange rate risk | Währungsmanagement | Foreign exchange management | CAPM |
-
Hedging with an edge : parametric currency overlay
Barroso, Pedro, (2022)
-
Optimal foreign exchange risk hedging : closed form solutions maximizing Leontief utility function
Kim, Yun-Yeong, (2018)
-
A joint foreign currency risk management approach for sovereign assets and liabilities
Cangoz, M. Coskun, (2019)
- More ...
-
Testing purchasing power parity in transformed ECM with nonstationary disequilibrium error
Kim, Yun-yeong, (2008)
-
Identification of momentum and disposition effects through asset return volatility
Kim, Yun-yeong, (2010)
-
Kim, Yun-yeong, (2011)
- More ...