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Библиографический список по дисциплине "Инвестиции. Хеджирование"

Опубликовано на портале: 13-10-2003
Периодика. Список составлен группой авторов: У.Ф.Шарп, Г.Дж.Александер, Дж.В.Бэйли. Рекомендуется использовать при изучении дисциплины "Управление инвестиционным потрфелем".

1. Jeff Madura, Wallas Reiff A hedge strategy for international portfolios// Journal of Portfolio Management, 12, no.1 (Fall 1985), pp. 70-74.

2. Andre F. Perold, Evan С. Schulman The free lunch in currency hedging: implications for investment policy and performance standards// Financial Analysts Journal, 44, no.3 (May/June 1988), pp. 45-50.

3. Fisher Black Universal hedging: optimizing currency risk and reward in international equity portfolios// Financial Analysts Journal, 45, no.4 (July/August 1989), pp. 16-22.

4. Fisher Black Equilibrium exchange rate hedging// Journal of Finance, 45, no.3 (July 1990), pp. 899-907.

5. Mark R. Eaker, Dwight M. Grant Currency hedging strategies for internationally diversified equity portfolios// Journal of Portfolio Management, 17, no.1 (Fall 1990), pp. 30-32.

6. Stephen L. Nesbitt Currency hedging rules for plan sponsors// Financial Analysts Journal, 47, no.2 (March/April 1991), pp. 73-81.

7. Ira G. Kawaller Managing the currency risk of non-dollar portfolios// Financial Analysts Journal, 47, no.3 (May/June 1991), pp. 62-64.

8. Mark R. Eaker, Dwight M. Grant, Nelson Woodard International diversification and hedging: a Japanese and U.S. perspective// Journal of Economics and Business, 43, no.4 (November 1991), pp. 363-374.

9. Evi Kaplanis, Stephen M. Schaefer Exchange risk and international diversification in bond and equity portfolios// Journal of Economics and Business, 43, no.4 (November 1991), pp. 287-307.

10. Michael Adler, Bhaskar Prasad On universal currency hedges// Journal of Financial and Quantitative Analysis, 27, no.1 (March 1992), pp. 19-38.

11. Mark Kritzman The minimum-risk currency hedge ratio and foreign asset exposure// Financial Analysts Journal, 49, no.5 (September/October 1993), pp. 77-79.

12. Ira G. Kawaller Foreign exchange hedge management tools: a way to enhance performance// Financial Analysts Journal, 49, no.5 (September/October 1993), pp. 79-80.

13. Jack Glen, Philippe Jorion Currency hedging for international portfolios// Journal of Finance, 48, no.5 (December 1993), pp. 1865-1886.

14. John Markese How currency exchange rates can affect your international returns// AAII Journal, 16, no.2 (February 1994), pp. 29-31.

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