Currency hedging for international stock portfolios: The usefulness of mean-variance analysis

Journal of Banking and Finance

Volumn 27, Issue 2, 2003, Pages 327-349

  de Roon, Frans A ^a,b   Nijman, Theo E ^a   Werker, Bas J M ^a  

^a TILBURG UNIVERSITY   (Netherlands)

^b CEPR   (United Kingdom)

Author keywords

Currency risk; Performance evaluation; Portfolio choice

Indexed keywords

EID: 0037290333     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(01)00251-5     Document Type: Article

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