文章基本信息

标题：The Hidden Risk Factor
本地全文：下载
作者：J. H. Witte ; D. Ples ; J. Corominas 等
期刊名称：Journal of Mathematical Finance
印刷版ISSN：2162-2434
电子版ISSN：2162-2442
出版年度：2013
卷号：3
期号：3A
页码：21-26
DOI：10.4236/jmf.2013.33A003
出版社：Scientific Research Publishing
摘要：To achieve maximum returns consistent with an investor’s appetite for risk, the correct identification and estimation of all relevant risk factors in a portfolio are necessary. In this paper, we identify the role of foreign currency as an important risk factor from an international investor’s point of view.
关键词：Currency Risk; Risk Premium; Risk Factor; FX Hedge; Currency Overlay