Optimal hedging of the currency exchange risk exposure of dynamically balanced strategic asset allocations

J. Inkmann, N. Hautsch

Research output: Contribution to journal › Article › Professional

Cite this

@article{63bb8fd141194b09b5b0a25a017ef102,

title = "Optimal hedging of the currency exchange risk exposure of dynamically balanced strategic asset allocations",

author = "J. Inkmann and N. Hautsch",

year = "2003",

language = "English",

volume = "4",

pages = "173--198",

journal = "Journal of Asset Management",

issn = "1470-8272",

publisher = "Palgrave Macmillan Ltd.",

number = "3",

}