Currency overlays on international equity portfolios

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URL

Journal Title

Journal ISSN

Volume Title

Perustieteiden korkeakoulu | Master's thesis

Date

2018-08-22

Department

Major/Subject

Financial Engineering

Mcode

SCI3086

Degree programme

Master’s Programme in Industrial Engineering and Management

Language

en

Pages

80 + 13

Series

Description

Supervisor

Jääskeläinen, Mikko

Thesis advisor

Kaila, Ruth

Keywords

international investing, foreign exchange, currency hedging, minimum variance hedge, style investing

Other note

Citation