THE OPTIMAL HEDGE RATIO FOR UNCERTAIN MULTI-FOREIGN CURRENCY CASH FLOW
摘要
The paper extends the Adle and Dumas's simple regression approach of foreign currency hedging to the case of exposure to multiple foreign currencies and provides extension methodology.
引用本文(GB/T 7714)
Yangming, LiChulin. THE OPTIMAL HEDGE RATIO FOR UNCERTAIN MULTI-FOREIGN CURRENCY CASH FLOW[J]. 系统科学与复杂性:英文版, 2004.
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