Currency Hedging for a Dutch Investor: The Case of Pension Funds and Insurers
This paper analyzes the risk reduction effectiveness of currency hedging international portfolios from the perspective of an average Dutch pension fund and insurer during the period 1999-2004. Several portfolios and approaches to hedging are analyzed. Passive hedging seems to be efficient in reducin...
- Autores:
-
Berggrun Preciado, Luis
- Tipo de recurso:
- Work document
- Fecha de publicación:
- 2015
- Institución:
- Universidad ICESI
- Repositorio:
- Repositorio ICESI
- Idioma:
- eng
- OAI Identifier:
- oai:repository.icesi.edu.co:10906/82348
- Acceso en línea:
- https://ideas.repec.org/p/dnb/dnbwpp/054.html
https://www.dnb.nl/binaries/Working Paper No 54_tcm46-146711.pdf
http://hdl.handle.net/10906/82348
- Palabra clave:
- Economía
Economics
Inversiones
Cartera
Identificación y cobertura de riesgo financiero
Cobertura
- Rights
- openAccess
- License
- https://creativecommons.org/licenses/by-nc-nd/4.0/