Currency hedging for international stock portfolios: The usefulness of mean variance analysis

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@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 & Finance",

issn = "0378-4266",

publisher = "Elsevier B.V.",

number = "2",

}