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
https://www.scopus.com/sourceid/19900191721
https://www.scopus.com/record/display.uri?eid=2-s2.0-85089743772&origin=inward&txGid=66116706085570a8dd79524b5ff5d081
WOS
https://jcr.clarivate.com/jcr-jp/journal-profile?journal=REV%20ACCOUNT%20FINANC&year=2022
https://www.webofscience.com/wos/woscc/full-record/WOS:000564392200001
category (general)
Economics, econometrics and finance
Majandus, ökonomeetria ja rahandus
Business, management and accounting
Äri, juhtimine ja raamatupidamine
category (sub)
Economics, econometrics and finance. Finance
Majandus, ökonomeetria ja rahandus. Rahandus
Business, management and accounting. Accounting
Äri, juhtimine ja raamatupidamine. Raamatupidamine
quartile
Q3
TalTech department
majandusanalüüsi ja rahanduse instituut
language
inglise
Reserch Group
Economic performance: integration, governance and policy