A Primer on Performance for Currency Overlay
$25.00
The authors examine different ways to capture the impact of a currency overlay, to capture the performance of partially hedged mandates, and methods of reconciling differences between the process by which custodians and overlay managers calculate performance.
Authors: Paul Laubscher, Arun Muralidhar, Ph.D., and Mark Reynolds
The authors examine different ways to capture the impact of a currency overlay, to capture the performance of partially hedged mandates, and methods of reconciling differences between the process by which custodians and overlay managers calculate performance.
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