Please use this identifier to cite or link to this item:
https://repository.iimb.ac.in/handle/2074/20585
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Murthy, Shashidhar | |
dc.contributor.author | Soni, Akshay | |
dc.contributor.author | Jain, Archit | |
dc.date.accessioned | 2021-11-15T10:50:48Z | - |
dc.date.available | 2021-11-15T10:50:48Z | - |
dc.date.issued | 2016 | |
dc.identifier.uri | https://repository.iimb.ac.in/handle/2074/20585 | - |
dc.description.abstract | Most of the corporations show a clear trend towards more transparent FX hedging strategies. We have developed a framework allowing corporate clients to set up a rule based hedging approach. This document contains an exemplary rule based hedging strategy designed to systematically exploit under-/overvaluations by adjusting the hedging portfolio | |
dc.publisher | Indian Institute of Management Bangalore | |
dc.relation.ispartofseries | PGP_CCS_P16_021 | |
dc.subject | Foreign exchange hedge | |
dc.subject | FX hedging strategies | |
dc.subject | Buyers | |
dc.subject | Europe | |
dc.subject | Hedge composition | |
dc.title | Signal based FX hedging strategies for European buyers | |
dc.type | CCS Project Report-PGP | |
dc.pages | 14p. | |
Appears in Collections: | 2016 |
Files in This Item:
File | Size | Format | |
---|---|---|---|
PGP_CCS_P16_021.pdf | 1.05 MB | Adobe PDF | View/Open Request a copy |
Google ScholarTM
Check
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.