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Hedging the exchange rate risk for international portfolios - MaRDI portal

Hedging the exchange rate risk for international portfolios (Q1998038)

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scientific article; zbMATH DE number 7318053
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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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