Universal currency hedging for international equity portfolios under parameter uncertainty
By: Glen A. Larsen and Bruce G. Resnick.
Contributors: Resnick, Bruce G.; Indiana University. School of Business. Global Programs Office.
Series: Discussion Paper ;; # 135; Discussion paper (Indiana University. School of Business. Global Programs Office) ;; #135.
Publisher: Indiana University, School of Business
Published: 1997
Place of publication: Bloomington, Ind
Language: eng
Number of pages: 14
Subjects: Foreign exchange futures -- Mathematical models.
Notes: Includes bibliographical references (p.[17]-[18]).
"First version: July 1997."