---
title: Currency Hedging Strategy
url: https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-2-p-305-327/
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:taf:quantf:v:24:y:2024:i:2:p:305-327
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F14697688.2023.2301419%3Bh%3Drepec%3Ataf%3Aquantf%3Av%3A24%3Ay%3A2024%3Ai%3A2%3Ap%3A305-327
featured: 2024-03-13
citations: unknown
topic: Derivatives & Volatility
---


# Currency Hedging Strategy

A non-Gaussian dynamic currency hedging strategy for globally diversified investors is stable, robust, and highly risk reductive, outperforming other hedging approaches.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F14697688.2023.2301419%3Bh%3Drepec%3Ataf%3Aquantf%3Av%3A24%3Ay%3A2024%3Ai%3A2%3Ap%3A305-327
- Identifier: RePEc:taf:quantf:v:24:y:2024:i:2:p:305-327
- Released: 2024-03-13
- First featured: Quant Letter No. 40 (2024-03-13): https://www.ml-quant.com/issues/2024-03-13/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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