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Iginla2010

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tT
发表于 2011-7-13 16:10 | 只看该作者

Currency Risk and Time horizon.

currency
Why does currency risk tend to be smaller over a longer time horizon?
When does it say this in the curriculum?!!
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bboo

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发表于 2011-7-13 16:10 | 只看该作者
reading 40 towards the end.

also should take a smaller hedge ratio when:
% of portfolio in foreigns is small
currency fluctuations has a low correlation with portfolio fluctuation
and if home currency is weak.

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Analti_Calte

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3#
发表于 2011-7-13 16:10 | 只看该作者
FinNinja, Thank you very much!

But I just went through reading 40 and did not find any of those points you mention.

I am also looking towards the end of the reading..
Which books are you using?

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