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Leontief Centre. International Centre for Social and Economic Research
Leontief Centre. International Centre for Social and Economic Research
economic researchleontiefcentreinternationalsocial
https://file.scirp.org/Html/4-1501426_87878.htm
Optimal Foreign Exchange Risk Hedging: Closed Form Solutions Maximizing Leontief Utility Function
In this paper, we extend Kim (2013) for the optimal foreign exchange (FX) risk hedging solution to the multiple FX rates and suggest its application method....
foreign exchange riskleontief utility functionclosed formoptimalhedging