Hedging the exchange rate risk for international portfolios (Q1998038)
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scientific article; zbMATH DE number 7318053
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hedging the exchange rate risk for international portfolios |
scientific article; zbMATH DE number 7318053 |
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Hedging the exchange rate risk for international portfolios (English)
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6 March 2021
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exchange rate risk
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hedging with currency options
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kernel density estimation
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differential evolution algorithm
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international portfolios
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0.7699145078659058
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0.7418509125709534
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0.7214421033859253
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