Optimal hedging of uncertain and long-term foreign exchange exposure
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Cited by:
- Liu, Tingjun & Parlour, Christine A., 2009. "Hedging and competition," Journal of Financial Economics, Elsevier, vol. 94(3), pages 492-507, December.
- Eun, Cheol S. & Resnick, Bruce G., 1997. "International equity investment with selective hedging strategies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(1), pages 21-42, April.
- Donald Lien & Kit Pong Wong, 2006. "International tenders and futures hedging," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 27(7), pages 587-594.
- Libo Yin & Liyan Han, 2015. "Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance," Computational Economics, Springer;Society for Computational Economics, vol. 45(1), pages 151-181, January.
- S Owen Williams, 2014. "Country ETFs, currencies and international diversification," Journal of Asset Management, Palgrave Macmillan, vol. 15(6), pages 392-414, December.
- Korn, Olaf & Merz, Alexander, 2016. "How to hedge if the payment date is uncertain?," CFR Working Papers 07-14 [rev.], University of Cologne, Centre for Financial Research (CFR).
- Jörgen Blomvall & Jonas Ekblom, 2018. "Corporate hedging: an answer to the “how” question," Annals of Operations Research, Springer, vol. 266(1), pages 35-69, July.
- Korn, Olaf, 2009. "Hedging price risk when payment dates are uncertain," CFR Working Papers 07-14, University of Cologne, Centre for Financial Research (CFR).
- Lien, Donald & Wong, Kit Pong, 2004. "Optimal bidding and hedging in international markets," Journal of International Money and Finance, Elsevier, vol. 23(5), pages 785-798, September.
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