---
title: Dynamic Currency Risk Hedging
url: https://www.ml-quant.com/papers/repec/eee-phsmap-v-649-y-2024-i-c-s0378437124004576/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004576
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0378437124004576%3Bh%3Drepec%3Aeee%3Aphsmap%3Av%3A649%3Ay%3A2024%3Ai%3Ac%3As0378437124004576
featured: 2024-09-10
citations: unknown
topic: Derivatives & Volatility
---


# Dynamic Currency Risk Hedging

The study suggests a machine learning method for hedging foreign exchange risk in international equity portfolios, improving currency risk hedging.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0378437124004576%3Bh%3Drepec%3Aeee%3Aphsmap%3Av%3A649%3Ay%3A2024%3Ai%3Ac%3As0378437124004576
- Identifier: RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004576
- Released: 2024-09-10
- First featured: Quant Letter No. 65 (2024-09-10): https://www.ml-quant.com/issues/2024-09-10/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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