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Volumn 24, Issue 4, 1998, Pages 43-51

Global asset management: To hedge or not to hedge - A question that cannot be ignored

(1)  Solnik, Bruno a  

a NONE

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0032091308     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1998.409648     Document Type: Article
Times cited : (12)

References (13)
  • 1
    • 84944838161 scopus 로고
    • International portfolio choice and corporation finance: A synthesis
    • June
    • Adler, M., and B. Dumas. "International Portfolio Choice and Corporation Finance: A Synthesis." Journal of Finance, June 1983.
    • (1983) Journal of Finance
    • Adler, M.1    Dumas, B.2
  • 3
    • 0003222620 scopus 로고
    • The individuality of 'universal' hedging
    • Letter to the Editor, May/June
    • Adler, M., and B. Solnik. Letter to the Editor, "The Individuality of 'Universal' Hedging." Financial Analysts Journal, May/June 1990.
    • (1990) Financial Analysts Journal
    • Adler, M.1    Solnik, B.2
  • 4
    • 84977736618 scopus 로고
    • Equilibrium exchange rate hedging
    • July
    • Black, F. "Equilibrium Exchange Rate Hedging." Journal of Finance, July 1990.
    • (1990) Journal of Finance
    • Black, F.1
  • 5
  • 6
    • 0003279112 scopus 로고
    • The currency hedging decision: A search for synthesis in asset allocation
    • May/June
    • Gastineau, G.L. "The Currency Hedging Decision: A Search for Synthesis in Asset Allocation." Financial Analysts Journal, May/June 1995.
    • (1995) Financial Analysts Journal
    • Gastineau, G.L.1
  • 7
    • 0002838292 scopus 로고
    • Asset allocation with hedged and unhedged foreign stocks and bonds
    • Summer
    • Jorion, P. "Asset Allocation with Hedged and Unhedged Foreign Stocks and Bonds." Journal of Portfolio Management, Summer 1989.
    • (1989) Journal of Portfolio Management
    • Jorion, P.1
  • 8
    • 0007547462 scopus 로고
    • Mean-variance analysis of currency overlays
    • May/June
    • -. "Mean-Variance Analysis of Currency Overlays." Financial Analysts Journal, May/June 1994.
    • (1994) Financial Analysts Journal
  • 9
    • 0001974370 scopus 로고
    • The free lunch is currency hedging: Implications for investment policies and performance standards
    • May/June
    • Pérold, A., and E. Schulman. "The Free Lunch is Currency Hedging: Implications for Investment Policies and Performance Standards." Financial Analysts Journal, May/June 1988.
    • (1988) Financial Analysts Journal
    • Pérold, A.1    Schulman, E.2
  • 10
    • 49549151896 scopus 로고
    • An equilibrium model of the international capital market
    • July/August
    • Solnik, B. "An Equilibrium Model of the International Capital Market." Journal of Economic Theory, July/August 1974.
    • (1974) Journal of Economic Theory
    • Solnik, B.1
  • 13
    • 0001078657 scopus 로고
    • Official intervention in the foreign exchange market, or bet against the Central Bank
    • April
    • Taylor, D. "Official Intervention in the Foreign Exchange Market, or Bet Against the Central Bank." Journal of Political Economy, April 1982.
    • (1982) Journal of Political Economy
    • Taylor, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.