Exposure Hedging Strategy
The paper presents a model for optimizing a dealer's hedging strategy in foreign exchange fixings, suggesting smaller exposures are fully hedged in the short term, while larger ones are hedged over a longer period.
Featured in No. 45 on 17 Apr 2024 · 1 day after release
- Released
- 16 Apr 2024
- First featured
- No. 45 · 17 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 73
- Identifier
- SSRN 4796356
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