Currency Hedging's Impact on Equity Fund Performance
The study examines the effect of currency hedging on the alphas and fund flows of currency-hedged equity funds, introducing a currency hedging return factor to account for hedging activities in factor models.
Featured in No. 34 on 23 Jan 2024 ·
- Released
- 9 Sep 2023
- First featured
- No. 34 · 23 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4703528
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