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Universal Hedging: Optimizing Currency Risk and Reward in International Equity Portfolios
Home
Publications
Universal Hedging: Optimizing Currency Risk and Reward in International Equity Portfolios
Universal Hedging: Optimizing Currency Risk and Reward in International Equity Portfolios
Author:
FB
Fischer Black
Fischer Black
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2 January 1995
journal article
Published by
Taylor & Francis
in
CFA Magazine
Vol. 51
(1)
,
161-167
DOI:
10.2469/faj.v51.n1.1872
Abstract
No abstract available
Cited
Cited by 14 articles
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