Subject category:
Finance, Accounting and Control
Published by:
Ivey Publishing
Version: 2000-10-04
Length: 11 pages
Data source: Published sources
Abstract
The objective of this note is to identify the key issues, theories and empirical evidence on the management of currency risks in international portfolios. Readers are introduced to the concept of universal hedging developed by Fischer Black, empirical evidence on the performance of different currency hedging strategies and best practices. The note is useful background for the case ''Ontario Teachers'' Pension Plan Board: Hedging Foreign Currency Exposure'', case ''9A97N002''. There is a simplified Chinese version available ''9A97NC11''.
Simplified Chinese language
Subject category:
Finance, Accounting and Control
Published by:
Ivey Publishing
Version: 1997-05-08
Length: 9 pages
Data source: Published sources
About
Abstract
The objective of this note is to identify the key issues, theories and empirical evidence on the management of currency risks in international portfolios. Readers are introduced to the concept of universal hedging developed by Fischer Black, empirical evidence on the performance of different currency hedging strategies and best practices. The note is useful background for the case ''Ontario Teachers'' Pension Plan Board: Hedging Foreign Currency Exposure'', case ''9A97N002''. There is a simplified Chinese version available ''9A97NC11''.
Related
Subject category:
Finance, Accounting and Control
Published by:
Ivey Publishing
Version: 1997-05-08
Length: 9 pages
Data source: Published sources