%0 Journal Article
%T The Hidden Risk Factor
%A J. H. Witte
%A D. Ples
%A J. Corominas
%J Journal of Mathematical Finance
%P 21-26
%@ 2162-2442
%D 2013
%I Scientific Research Publishing
%R 10.4236/jmf.2013.33A003
%X <p align=\"justify\">
	<span style=\"font-family:Verdana;\">To achieve maximum returns consistent with an investorĄ¯s appetite for risk, the correct identification and estimation of all relevant risk factors in a portfolio </span><span style=\"font-family:Verdana;\">are</span><span style=\"font-family:Verdana;\"> necessary. In this paper, we identify the role of foreign currency as an impor</span><span style=\"font-family:Verdana;\">tant risk factor from an international investorĄ¯s point of view.</span> 
</p>
<p>
	<span></span>
</p>
%K Currency Risk
%K Risk Premium
%K Risk Factor
%K FX Hedge
%K Currency Overlay
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=37587