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Currency Hedged Return Calculations

ByAndreas Steiner

This research note addresses one particular aspect of currency risk analytics, namely the calculation of hedged asset currency returns. Such calculations are used in “paper portfolios” like benchmarks and generally ex ante performance and risk analytics.

Details

Publication Date
Jul 13, 2020
Language
English
Category
Business & Economics
Copyright
All Rights Reserved - Standard Copyright License
Contributors
By (author): Andreas Steiner

Specifications

Format
EPUB

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