Hedging the exchange rate risk for international portfolios.
Xing YuWei Guo ZhangYong-Jun LiuXinxin WangChao WangPublished in: Math. Comput. Simul. (2020)
Keyphrases
- exchange rate
- risk aversion
- credit risk
- financial crisis
- portfolio optimization
- stock price
- financial markets
- foreign exchange
- portfolio selection
- investment strategies
- long run
- financial time series
- currency exchange
- investment decisions
- risk management
- portfolio management
- decision making
- risk assessment
- stock market
- transaction costs
- computer science
- risk analysis
- option pricing
- data mining