Smart currency hedging for smart beta global equities

S De Boer - The Journal of Investing, Winter, 2016 - papers.ssrn.com
We investigate whether structurally hedging the currency risk of global equity products
benefits long-term investors. Based on a 35 year back-test of 3 smart beta strategies from 6 …

[PDF][PDF] The Hedging of Currency Risk for US Equity Investors

L Garcia-Feijoo, C CFA, B Silverstein, AC Szakmary - 2022 - efmaefm.org
When investing in a foreign asset, an investor undertakes two positions; in the foreign asset
itself as well as the foreign currency. In the case of a fixed income investor with relatively …

A Study of the EUR/USD Exchange Rate and EUR Call Options

KB McEwan - 2020 - digitalcommons.liberty.edu
International business has grown rapidly in recent years as companies seek to take
advantage of expanding market and supply chain opportunities. As companies enter into …