Conditional Hedging and Portfolio Performance-Reference-Cited by-同舟云学术

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Conditional Hedging and Portfolio Performance

Published:2002-07 Issue:4 Volume:58 Page:72-82
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

VanderLinden David¹,Jiang Christine X.²,Hu Michael³

Affiliation:

1. David VanderLinden is assistant professor of finance at the University of Southern Maine, Portland.

2. Christine X. Jiang is associate professor of finance at Fogelman College of Business and Economics, University of Memphis, Tennessee.

3. Michael Hu is professor of marketing at Kent State University, Ohio.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.2469/faj.v58.n4.2455

Reference19 articles.

1. Tactical Currency Allocation

2. Currency hedging strategies for internationally diversified equity portfolios

3. International diversification and hedging: A Japanese and U.S. perspective

4. Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A currency preferential approach to international equity investment;Applied Economics;2015-05-12

2. Evaluating hedging strategies in the foreign exchange market with the stochastic dominance approach;Applied Financial Economics;2011-01-17

3. Active Currency Hedging Strategies for Global Equity Portfolios;The Journal of Investing;2007-11-30

4. Partial Diversification May Enhance International Portfolio Return;SSRN Electronic Journal;2007

5. Selectively hedging the Euro;Journal of Multinational Financial Management;2006-02

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