
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