Optimal currency risk hedging
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference35 articles.
1. On the optimal hedge of a non-traded cash position;Adler;Journal of Finance,1988
2. Hedging with futures in an intertemporal portfolio context;Adler;Journal of Futures Markets,1988
3. The time pattern of hedging and the volatility of futures prices;Anderson;Review of Economic Studies,1983
4. Pricing foreign currency options under stochastic interest rates;Amin;Journal of International Money and Finance,1991
5. Transaction costs and predictability: some utility cost calculations;Balduzzi;Journal of Financial Economics,1999
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