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Determining The Optimum Strategy for Hedging Currency Exposure

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  • David F Babbel

    (University of California)

Abstract

A mean-variances framework is employed in a partial-equilibrium context to determine both the preferred tool for foreign exchange rate exposure management and the optimal degree of maintained exposure. It is demonstrated that when portfolio considerations are unimportant, unambiguous solutions can be attained for most states of the world, independently of precise knowledge of utility functions and of confidence intervals around the point forecast of the future exchange rate.© 1983 JIBS. Journal of International Business Studies (1983) 14, 133–139

Suggested Citation

  • David F Babbel, 1983. "Determining The Optimum Strategy for Hedging Currency Exposure," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 14(1), pages 133-139, March.
    • Handle: RePEc:pal:jintbs:v:14:y:1983:i:1:p:133-139
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