EconPapers    
Economics at your fingertips  
 

Currency hedging for international stock portfolios: The usefulness of mean-variance analysis

Frans A. de Roon, Theo Nijman and Bas Werker

Journal of Banking & Finance, 2003, vol. 27, issue 2, 327-349

Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (33)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378-4266(01)00251-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:27:y:2003:i:2:p:327-349

Access Statistics for this article

Journal of Banking & Finance is currently edited by Ike Mathur

More articles in Journal of Banking & Finance from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:jbfina:v:27:y:2003:i:2:p:327-349