Optimal Forward Contracts

S. Ghosh

Weiss Center Working Papers from Wharton School - Weiss Center for International Financial Research

Abstract: Firms that have foreign currency exposure face the problem of optimally hedging currency risk. In this paper, the firm adopts a hedging strategy that takes the risk-reward trade-off into account.

Keywords: CONTRACTS; CURRENCIES; RISK (search for similar items in EconPapers)
JEL-codes: E40 E49 (search for similar items in EconPapers)
Pages: 49 pages
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:fth:pennif:99-1

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