Optimal hedging of stock portfolios against foreign exchange risk: theory and applications
Global Finance Journal
Saved in:
Main Authors: | Bailey, W., Ng, E., Stulz, R.M. |
---|---|
Other Authors: | FINANCE & ACCOUNTING |
Format: | Article |
Published: |
2013
|
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/45213 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
SPECTRAL RISK MEASURES AND HEDGE FUND PORTFOLIO OPTIMIZATION
by: ZHANG JINGZHI
Published: (2021) -
Hedging & foreign exchange exposure: Implications on the stock returns of Philippine companies with foreign activities
by: Buso, Symond Nelson I., et al.
Published: (2010) -
The determinants of foreign exchange hedging and their effects on foreign exchange exposure and stock return volatility of Philippine publicly-listed companies
by: Dichaves, Rochelle C., et al.
Published: (2014) -
Portfolio hedging and basis risks
by: Lim, K.-G.
Published: (2013) -
Portfolio Hedging and Basis Risk
by: Lim, Kian Guan
Published: (1996)