Optimal Currency Hedging: Horizon Matters

Nelson Arruda, Alain Bergeron and Mark Kritzman
The Journal of Alternative Investments Spring 2021, 23 (4) 122-130; DOI: https://doi.org/10.3905/jai.2021.1.126

Article Information

vol. 23 no. 4 122-130
DOI 
https://doi.org/10.3905/jai.2021.1.126
Published By 
Pageant Media Ltd
Print ISSN 
1520-3255
Online ISSN 
2168-8435
History 
  • Published online April 1, 2021.

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© 2021 Pageant Media Ltd

Author Information

  1. Nelson Arruda
    1. is at Mackenzie Investments in Toronto, Ontario, Canada. (narruda{at}mackenzieinvestments.com)
  2. Alain Bergeron
    1. is with iA Financial Group in Toronto, Ontario, Canada. (alain.bergeron{at}ia.ca)
  3. Mark Kritzman
    1. is at Windham Capital Management in Boston, MA, and MIT Sloan School in Cambridge, MA. (kritzman{at}mit.edu)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Optimal Currency Hedging: Horizon Matters
Nelson Arruda, Alain Bergeron, Mark Kritzman
The Journal of Alternative Investments Mar 2021, 23 (4) 122-130; DOI: 10.3905/jai.2021.1.126
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