Currency hedging for international stock portfolios: The usefulness of mean variance analysis
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Bibliographic InfoPaper provided by Tilburg University in its series Open Access publications from Tilburg University with number urn:nbn:nl:ui:12-91684.
Date of creation: 2003
Date of revision:
Publication status: Published in Journal of Banking and Finance (2003) v.27, p.327-349
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Other versions of this item:
- de Roon, Frans A. & Nijman, Theo E. & Werker, Bas J. M., 2003. "Currency hedging for international stock portfolios: The usefulness of mean-variance analysis," Journal of Banking & Finance, Elsevier, vol. 27(2), pages 327-349, February.
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