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Risk and Return Performance Attribution for Cross Border Investment Portfolio

Lamper, D. (2002) Risk and Return Performance Attribution for Cross Border Investment Portfolio. [Study Group Report]

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Abstract

Should currency be treated as a separate asset class? If currency hedging adds value to a portfolio, how should this be done?

Item Type:Study Group Report
Problem Sectors:Finance
Study Groups:Chinese Study Groups with Industry > Workshop on Industrial Applications 2002 (Hong Kong, Jul 8-12, 2002)
ID Code:516
Deposited By: Dr Kamel Bentahar
Deposited On:30 Jan 2012 16:14
Last Modified:29 May 2015 20:08

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