Skip to contents

Söhnholz, Dirk [Author]; Rieken, Sascha [Author]; Kaiser, Dieter G. [Author]

Asset Allocation, Risiko-Overlay und Manager-Selektion : das Diversifikationsbuch - [1. Aufl.]

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Wiesbaden: Gabler, 2010
Rungnapa Opartpunyasarn [Author]

Portfolio optimisation under copula-based scenarios

View online
Schließen

Access

https://www.econ.tu.ac.th/uploads/discussion_paper/file/20240222/afilmnopy048.pdf

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[Bangkok]: [Faculty of Economics, Thammasat University], [2024]

Published in: Discussion paper series ; 83
Barroso, Pedro [Author] ; Reichenecker, Jurij-Andrei [Other]; Reichenecker, Michael R. [Other]

Let the Parametric Phoenix Fly

View online
Schließen

Access

Full access (via DOI)

https://ssrn.com/abstract=3421686

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2019]
Burkhardt, Raphael [Author]; Ulrych, Urban [Author]

Sparse and stable international portfolio optimization and currency risk management - [This Version: January 2022]

View online
Schließen

Access

https://ideas.repec.org/p/chf/rpseri/rp2207.html

Full access (via DOI)

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Geneva: Swiss Finance Institute, 2022

Published in: Swiss Finance Institute: Research paper series ; 2022,7
Barroso, Pedro [Author] ; Menichetti, Marco J. [Other]; Reichenecker, Jurij-Andrei [Other]

Hedging with an Edge : Parametric Currency Overlay

View online
Schließen

Access

https://ssrn.com/abstract=3020981

Full access (via DOI)

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2017]
Tee, Kai-Hong [Author]

On Optimising Risk Exposures with Trend-Following Strategies in Currency Overlay Portfolios

View online
Schließen

Access

https://ssrn.com/abstract=2877802

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2016]
Paape, Cornelia

Currency Overlay in Performance Evaluation

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Informa UK Limited, 2003

Published in: Financial Analysts Journal
Barroso, Pedro; Reichenecker, Jurij-Andrei; Menichetti, Marco J.

Hedging with an Edge: Parametric Currency Overlay

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Institute for Operations Research and the Management Sciences (INFORMS), 2022

Published in: Management Science
Barroso, Pedro; Menichetti, Marco J.; Reichenecker, Jurij-Andrei

Hedging with an Edge: Parametric Currency Overlay

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Elsevier BV, 2017

Published in: SSRN Electronic Journal
Sackley, William H.

The Optimal Benchmark for a Currency Overlay Mandate

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

CFA Institute, 2002

Published in: CFA Digest
Binny, J

The optimal benchmark for a currency overlay mandate

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Springer Science and Business Media LLC, 2001

Published in: Journal of Asset Management
Opie, Wei; Dark, Jonathan

Currency Overlay for Global Equity Portfolios: Cross‐Hedging and Base Currency

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Wiley, 2015

Published in: Journal of Futures Markets
de Villiers, Johann

Currency Hedging, Currency Overlay Strategy, and the Performance of Closed-End Country and International Equity Funds

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

CFA Institute, 2000

Published in: CFA Digest
Morel, Christophe

Adopting a currency overlay programme: The French Pensions Reserve Fund experience

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Springer Science and Business Media LLC, 2006

Published in: Pensions: An International Journal
Adcock, C. J.

Exploiting skewness to build an optimal hedge fund with a currency overlay

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Informa UK Limited, 2005

Published in: The European Journal of Finance

You did not find what you were looking for?

Purchase suggestion
Are you missing something you need for your research? If you have any suggestions please share them here.

Interlibrary Loan
Please search and order your favorite title in the Interlibrary Loan Portal.

Search in field:

Recently searched for:

You did not find what you were looking for?

> Year of publication

Year of publication