标题: Easy question for essays [打印本页] 作者: bchadwick 时间: 2011-7-13 13:18 标题: Easy question for essays
Naive vs Minimum Variance Hedge
Sub components of Variance decomposition作者: mcmc 时间: 2011-7-13 13:18
seriously WHAT?作者: mp3bu 时间: 2011-7-13 13:18
Naive hedge - only hedging currency risk of the principal amount and not change in principal
Minimum variance hedging - Hedging both
Sub components
Transaction component - hedging currency risk of principal
Economic component - heding currency risk of total portfolio return作者: Valores 时间: 2011-7-13 13:18
drk Wrote:
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> Naive hedge - only hedging currency risk of the
> principal amount and not change in principal
>
> Minimum variance hedging - Hedging both
>
> Sub components
>
> Transaction component - hedging currency risk of
> principal
> Economic component - heding currency risk of total
> portfolio return
