Optimal currency risk hedging

B-Tier

Journal: Journal of International Money and Finance

Year: 2002

Volume: 21

Issue: 2

Pages: 241-264

Authors (2)

Lioui, Abraham (Groupe EDHEC (École de Hautes ...) Poncet, Patrice (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count