Currency Hedging Strategy
A non-Gaussian dynamic currency hedging strategy for globally diversified investors is stable, robust, and highly risk reductive, outperforming other hedging approaches.
Featured in No. 40 on 13 Mar 2024 · on release day
- Released
- 13 Mar 2024
- First featured
- No. 40 · 13 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 22
- Identifier
- RePEc:taf:quantf:v:24:y:2024:i:2:p:305-327
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).