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Optimal currency hedge and the carry trade

author
Filipozzi, Fabio
Harkmann, Kersti
statement of authorship
Fabio Filipozzi, Kersti Harkmann
source
Review of accounting and finance
journal volume number month
vol. 19, 3
year of publication
2020
pages
p. 411-427
url
https://doi.org/10.1108/RAF-10-2018-0219
subject term
investeeringud
riskid
riskihaldus
keyword
optimal hedge ratios
portfolio risk hedging
carry trade
dynamic hedge
currency hedge
ISSN
1475-7702
notes
Bibliogr. p. 425-427
scientific publication
teaduspublikatsioon
classifier
1.1
Scopus
Journal metrics at Scopus
Article at Scopus
WOS
Journal metrics at WOS
Article at WOS
category (general)
Economics, econometrics and finance
Business, management and accounting
category (sub)
Economics, econometrics and finance. Finance
Business, management and accounting. Accounting
kvartiil
Q3
TTÜ department
majandusanalüüsi ja rahanduse instituut
language
inglise
Uurimisrühm
Economic performance: integration, governance and policy
Filipozzi, F., Harkmann, K. Optimal currency hedge and the carry trade // Review of accounting and finance (2020) vol. 19, 3, p. 411-427. https://doi.org/10.1108/RAF-10-2018-0219