标题: Currency Risk and Time horizon. [打印本页] 作者: Iginla2010 时间: 2011-7-13 16:10 标题: Currency Risk and Time horizon.
Why does currency risk tend to be smaller over a longer time horizon?
When does it say this in the curriculum?!!作者: bboo 时间: 2011-7-13 16:10
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.作者: Analti_Calte 时间: 2011-7-13 16:10
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?
