RISK MEASUREMENT AND MANAGEMENT - Conditional Hedging and Portfolio Performance - A simple conditional currency-hedging rule improves the performance of international portfolios.
| Year of publication: |
2002
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|---|---|
| Authors: | VanderLinden, David ; Jiang, Christine X. ; Hu, Michael |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 58.2002, 4, p. 72-82
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