INTERNATIONAL INVESTMENT AND CURRENCY RISK

被引：0

作者：

CHAMBERLAIN, TW ^{[1
]}

CHEUNG, CS ^{[1
]}

KWAN, CCY ^{[1
]}

机构：

[1] MCMASTER UNIV,FAC BUSINESS,1280 MAIN ST W,HAMILTON L8S 4M4,ONTARIO,CANADA

来源：

JOURNAL OF ECONOMICS AND BUSINESS | 1990年 / 42卷 / 02期

关键词：

D O I：

10.1016/0148-6195(90)90030-G

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

A normative model for selecting optimal international portfolios is presented. The model allows investors to pursue an active portfolio strategy while obtaining the benefits of international diversification. Because currency risk is explicitly recognized, its importance can be assessed by investors in making investment decisions. © 1990.

引用

页码：141 / 152

页数：12

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