International Finance Corporation and University of California at Irvine, respectively. Thanks are due to Bob Cumby, Bernard Dumas, Craig MacKinlay, Richard Marston, Tony Pellechio, Piet Sercu, and Robert Stambaugh for useful comments. We are especially grateful to Michael Adler and the editor, René Stulz, for helpful discussions and suggestions.
Currency Hedging for International Portfolios
Article first published online: 30 APR 2012
1993 The American Finance Association
The Journal of Finance
Volume 48, Issue 5, pages 1865–1886, December 1993
How to Cite
GLEN, J. and JORION, P. (1993), Currency Hedging for International Portfolios. The Journal of Finance, 48: 1865–1886. doi: 10.1111/j.1540-6261.1993.tb05131.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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