Currency hedging for international stock portfolios

The usefulness of mean variance analysis

Research output: Contribution to journalArticleScientificpeer-review

253 Downloads (Pure)
Original languageEnglish
Pages (from-to)327-349
Number of pages22
JournalJournal of Banking and Finance
Volume27
Issue number2
Publication statusPublished - 2003

Cite this

@article{ef0968bef5014434bc450cd5ae51147b,
title = "Currency hedging for international stock portfolios: The usefulness of mean variance analysis",
author = "{de Roon}, F.A. and T.E. Nijman and B.J.M. Werker",
note = "DP 99123 Pagination: 22",
year = "2003",
language = "English",
volume = "27",
pages = "327--349",
journal = "Journal of Banking and Finance",
issn = "0378-4266",
publisher = "Elsevier Science BV",
number = "2",

}

Currency hedging for international stock portfolios : The usefulness of mean variance analysis. / de Roon, F.A.; Nijman, T.E.; Werker, B.J.M.

In: Journal of Banking and Finance, Vol. 27, No. 2, 2003, p. 327-349.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Currency hedging for international stock portfolios

T2 - The usefulness of mean variance analysis

AU - de Roon, F.A.

AU - Nijman, T.E.

AU - Werker, B.J.M.

N1 - DP 99123 Pagination: 22

PY - 2003

Y1 - 2003

M3 - Article

VL - 27

SP - 327

EP - 349

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

SN - 0378-4266

IS - 2

ER -