The role of currency derivatives in across countries portfolio risk management: A case of international stock portfolio diversification.
The power of international portfolio diversification in reducing risk is widely practiced by investors. Since the internationalization of security portfolios, there is an additional risk, and it is known as foreign exchange risk. Hedging currency exposure greatly enhances the diversification of inve...
| Main Author: | Liu, Miou |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2007
|
| Online Access: | https://eprints.nottingham.ac.uk/21480/ |
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