"Hedging with an Edge: Parametric Currency Overlay."

Pedro Barroso, Jurij-Andrei Reichenecker, Marco J. Menichetti (2022)

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DOI: 10.1287/MNSC.2020.3872

access: closed

type: Journal Article

metadata version: 2022-04-01

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  - https://dblp.org/rec/journals/mansci/BarrosoRM22
Pedro Barroso, Jurij-Andrei Reichenecker, Marco J. Menichetti:
Hedging with an Edge: Parametric Currency Overlay. Manag. Sci. 68(1): 669-689 (2022)

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