عنوان
پدید آورنده
موضوع
رده
HG3853 .R43 2003
HG3853
.
R43
2003
کتابخانه
محل استقرار
0470850272
9780470850275
b783347
Currency overlay /
[Book]
Neil Record.
Hoboken, NJ :
Wiley,
©2003.
xvi, 295 pages :
illustrations ;
25 cm.
Wiley finance series
Includes bibliographical references (pages 261-262) and index.
1. Introduction -- 2. The Problem -- 3. Currency Hedging -- 4. Foreign Exchange Market -- History and Structure -- 5. Theory of Currency Hedging of International Portfolios -- 6. Passive Currency Overlay -- 7. Currency Overlay Benchmarks -- 8. Overlaying Different Asset Classes -- 9. Is the Currency Market Efficient? -- 10. Active Currency Overlay -- Management Styles -- 11. Active Currency Overlay -- Evidence of Performance -- 12. Implementing Currency Overlay -- 13. Looking Ahead -- App. 1. Boundary conditions for forward arbitrage -- App. 2. Lognormal returns -- App. 3. AIMR report -- App. 4. Sample investment guidelines.
0
Currency overlay.
Currency overlay.
332
.
4/5
22
HG3853
.
R43
2003
Record, Neil.
20201206214304.0
مطالعه متن کتاب [Book]
Y
