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Managing the Risks of International Portfolios
Modern Views of the RiskReturn Tradeoff
9 other sections not shown
active American bonds analysis asset class bank basis points British call option capital companies cost counterparty currency exposure currency markets currency movements currency risk currency swaps decision delta hedging Deutschmark diversification Drooge duration EAFE effect emerging countries equity derivatives equity markets example exchange rate Ezra Zask Associates Figure firm fixed-income floating-rate forecast forward contract funds managers futures and options futures contracts futures markets global growth hedge ratio implied volatility include the following increased index futures instruments interest rate risk interest rate swaps international equities international investments international portfolio investment managers issues Japan liquidity market movements maturity ment million modern portfolio theory money manager move option strategy overseas pension funds portfolio insurance portfolio managers position profit purchase put option reduce risk management risk-reward selling spot rate standard deviation strike price tion trading transaction Treasury trends underlying Unhedged upside potential world's