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Optimal Forward Contracts

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Author Info
Ghosh, S.
Abstract

Firms that have foreign currency exposure face the problem of optimally hedging currency risk. In this paper, the firm adopts a hedging strategy that takes the risk-reward trade-off into account.

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Publisher Info
Paper provided by Wharton School - Weiss Center for International Financial Research in its series Weiss Center Working Papers with number 99-1.

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Length: 49 pages
Date of creation: 1999
Date of revision:
Handle: RePEc:fth:pennif:99-1

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Related research
Keywords: CONTRACTS ; CURRENCIES ; RISK;

Find related papers by JEL classification:
E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
E49 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Other

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