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ArticleInternational equity investment with selective hedging strategies

Cheol S. Eun1997

Article1997

International equity investment with selective hedging strategies

Cheol S. Eun · Bruce G. Resnick

32 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Risk and Portfolio Optimization

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References

1952Portfolio Selection 1983Empirical exchange rate models of the seventies 1966Mutual Fund Performance 1958Liquidity Preference as Behavior Towards Risk 1991Investor Diversification and International Equity Markets 1952Safety First and the Holding of Assets 1984Forward and spot exchange rates 1970International Diversification of Investment Portfolios

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2011Optimizing international portfolios with options and forwards 2003Selectively hedging the US dollar with foreign exchange futures contracts

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2007Hedging the exchange rate risk in international portfolio diversificationarticle · 15 shared references 1994International Diversification of Investment Portfolios: U.S. and Japanese Perspectivesarticle · 13 shared references 2001International Portfolio Investment: Theory, Evidence, and Institutional Frameworkpreprint · 12 shared references 1997The benefits from international diversification for Nordic investorsarticle · 11 shared references 1994Forward exchange bias, hedging and the gains from international diversification of investment portfoliosarticle · 11 shared references 2001International Portfolio Investment: Theory, Evidence, and Institutional Frameworkarticle · 9 shared references

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Year1997

Typearticle

Published1997-04-01

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations32

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s1042-4431(97)00009-7

openalex_workW2012108976

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