Options and forwards compete for best hedge
C. Attfield,
M. Glod and
J. James
Quantitative Finance, 2001, vol. 1, issue 1, 9-11
Abstract:
Chris Attfield, Michaela Glod and Jessica James suggest an approach to optimize hedging decisions for foreign exchange investments.
Date: 2001
References: Add references at CitEc
Citations:
Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/713665547 (text/html)
Access to full text is restricted to subscribers.
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:taf:quantf:v:1:y:2001:i:1:p:9-11
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RQUF20
DOI: 10.1080/713665547
Access Statistics for this article
Quantitative Finance is currently edited by Michael Dempster and Jim Gatheral
More articles in Quantitative Finance from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().