Currency-Hedging Optimization for Multi-Asset Portfolios

Helen Guo and Laura Ryan
The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 100-113; DOI: https://doi.org/10.3905/jpm.2018.44.2.100

Article Information

vol. 44 no. 2 100-113
DOI 
https://doi.org/10.3905/jpm.2018.44.2.100
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online December 22, 2017.
Copyright & Usage 
© 2018 Pageant Media Ltd

Author Information

  1. Helen Guo
    1. is a quantitative research analyst at PIMCO in Newport Beach, CA. (helen.guo{at}pimco.com)
  2. Laura Ryan
    1. is a quantitative research analyst at PIMCO in Sydney, Australia. (laura.ryan{at}pimco.com)
  1. To order reprints of this article, please contact David Rowe at drowe{at}iijournals.com or 212-224-3045.
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Currency-Hedging Optimization for Multi-Asset Portfolios
Helen Guo, Laura Ryan
The Journal of Portfolio Management Dec 2017, 44 (2) 100-113; DOI: 10.3905/jpm.2018.44.2.100
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