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" Currency overlay / "
Neil Record.
| Document Type
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BL
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| Record Number
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1028977
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| Doc. No
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b783347
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| Main Entry
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Record, Neil.
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| Title & Author
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Currency overlay /\ Neil Record.
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| Publication Statement
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Chichester, West Sussex, England ;Hoboken, NJ :: Wiley,, ©2003.
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| Series Statement
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Wiley finance series
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| Page. NO
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xvi, 295 pages :: illustrations ;; 25 cm.
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| ISBN
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0470850272
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: 9780470850275
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| Bibliographies/Indexes
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Includes bibliographical references (pages 261-262) and index.
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| Contents
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1. Introduction -- 2. The Problem -- 3. Currency Hedging -- 4. Foreign Exchange Market -- History and Structure -- 5. Theory of Currency Hedging of International Portfolios -- 6. Passive Currency Overlay -- 7. Currency Overlay Benchmarks -- 8. Overlaying Different Asset Classes -- 9. Is the Currency Market Efficient? -- 10. Active Currency Overlay -- Management Styles -- 11. Active Currency Overlay -- Evidence of Performance -- 12. Implementing Currency Overlay -- 13. Looking Ahead -- App. 1. Boundary conditions for forward arbitrage -- App. 2. Lognormal returns -- App. 3. AIMR report -- App. 4. Sample investment guidelines.
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| Subject
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Currency overlay.
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| Subject
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Currency overlay.
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| Dewey Classification
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332.4/5
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| LC Classification
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HG3853.R43 2003
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