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Optimal hedging of uncertain and long-term foreign exchange exposure · Study

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ArticleOptimal hedging of uncertain and long-term foreign exchange exposure

Mark R. Eaker1985

Article1985

Optimal hedging of uncertain and long-term foreign exchange exposure

Mark R. Eaker · Dwight M. Grant

38 citations·0/0 files stored·Journal of Banking & Finance

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Risk Management in Financial Firms Global Financial Crisis and Policies Stochastic processes and financial applications

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References

1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1976The Valuation of Uncertain Income Streams and the Pricing of Options 1979The Hedging Performance of the New Futures Markets 1968Optimal Multiperiod Portfolio Policies 1979Hedging and the Competitive Firm under Price Uncertainty 1979Currency Option Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings 1981Management of Foreign Exchange Risk: A Review Article 1976Finance as a Dynamic Process

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2000The motivation for hedging revisited 2000Normal backwardation is normal 1997International equity investment with selective hedging strategies 1993Currency Options and the Optimal Hedging of Contingent Foreign Exchange Exposure 2005Treasury Management Model with Foreign Exchange Exposure 2004Optimal bidding and hedging in international markets

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Details

Year1985

Typearticle

Published1985-06-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations38

Files0 public / 0

ShelfRisk Management in Financial Firms

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doi10.1016/0378-4266(85)90019-6

openalex_workW2034976136

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