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On the significance of the incremental returns from hedging international portfolios

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  • Grandmont-Gariboldi, Nicole
  • Soenen, Luc

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  • Grandmont-Gariboldi, Nicole & Soenen, Luc, 2000. "On the significance of the incremental returns from hedging international portfolios," Emerging Markets Review, Elsevier, vol. 1(3), pages 271-286, November.
    • Handle: RePEc:eee:ememar:v:1:y:2000:i:3:p:271-286
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    References listed on IDEAS

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    1. Graham, John R. & Harvey, Campbell R., 1996. "Market timing ability and volatility implied in investment newsletters' asset allocation recommendations," Journal of Financial Economics, Elsevier, vol. 42(3), pages 397-421, November.
    2. Glen, Jack & Jorion, Philippe, 1993. "Currency Hedging for International Portfolios," Journal of Finance, American Finance Association, vol. 48(5), pages 1865-1886, December.
    3. Eun, Cheol S & Resnick, Bruce G, 1988. " Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection," Journal of Finance, American Finance Association, vol. 43(1), pages 197-215, March.
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