eprintid: 516
rev_number: 11
eprint_status: archive
userid: 7
dir: disk0/00/00/05/16
datestamp: 2012-01-30 16:14:47
lastmod: 2015-05-29 20:08:21
status_changed: 2012-01-30 16:14:47
type: report
metadata_visibility: show
item_issues_count: 0
creators_name: Lamper, D.
title: Risk and Return Performance Attribution for Cross Border Investment Portfolio
ispublished: pub
subjects: finance
studygroups: chinese2002
full_text_status: public
abstract: Should currency be treated as a separate asset class? If currency hedging adds value to a portfolio, how should this be done?
date: 2002
citation:   Lamper, D.  (2002) Risk and Return Performance Attribution for Cross Border Investment Portfolio.  [Study Group Report]     
document_url: http://miis.maths.ox.ac.uk/miis/516/1/Risk-and-return-performance-attribution-for-cross-border-investment-portfolio.pdf