was successfully added to your cart.

Cart

The objective of this showcase is to demonstrate that the JRC Overlay strategy can neutralize the existing currency risk in the IP portfolio constructed within this project. Currency risk always arises, when a portfolio consists of assets denominated in different foreign currencies. The pairwise fluctuation of these currencies may lead to losses, totally independent from the value development of the underlying portfolio constituents. We describe our dynamic hedging strategy and the results that outperform against a static hedging position as a benchmark.

Download Study
admin

Author admin

More posts by admin

Leave a Reply