Bridge over ocean
1 September 1993 Financial Analysts Journal Volume 49, Issue 5

Foreign Exchange Hedge Management Tools: A Way to Enhance Performance

  1. Ira G. Kawaller
Following the decision to hedge a foreign exchange exposure with a currency futures position, a subsequent determination is required: Which futures expiration contract should be transacted? This paper examines alternative tactics and provides a decision rule to assist the hedger.
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Publisher Information
Association for Investment Management and Research 2 pages doi.org/10.2469/faj.v49.n5.79 ISSN/ISBN: 0015-198X

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