What are the 3 variables that according to Fischer Black any investor should consider to calculate the optimal hedge ratio for FOREX risk?

profileCaiden
 (Not rated)
 (Not rated)
Chat

Read the article Forex risk and the wealth manager.



What are the 3 variables that according to Fischer Black any investor should consider to calculate the optimal hedge ratio for FOREX risk?



Why you should hedge only a fraction of your portofolio for FOREX risk and never 100% of you r portofolio?



What is Siegel's paradox? 

    • 6 years ago
    Perfect Solution
    NOT RATED

    Purchase the answer to view it

    blurred-text
    • attachment
      ans.docx