检索结果显示:部分文摘+引文 SCIENCE Jiang Jerry zhu is logged in ELSEVIER Logoi Home Search Journals Abstract Databases Reference Works) My Alerts][ My Profile @ Help withinAll Full-text Sources Go Search tips esult 175 Articles found TITLE-ABSTR-KEY(risk management) Edit Search Save Search Save as Search Alert 结果排列方式 search within results) F Display checked Docs I E-mail Articles I Export citations View: Partial Abstracts+ Citauulo Sort By Date Go 1.厂 Scenario modelli Issue 5, February 4 结果显示方式 tegi citations Andrea Beltratti, Andrea Laur an aau ulay SummaryPlus I Full Text Links I PDF Full Abstracts Citations Relevance We study currency risk aanagement in the cont ext of scenario analysis. We develop scenario-based mization models that jointly determine the portfolio composition and the hedging strategy within each currency. Thus the model prescribes optimal select ive hedging policies. We then study empirically the performance of the models. The new elements of our empirical analysis are: varie horizons (one month and one semester), various currency bases, explicit incorporation of realistic ansaction cost. The results show that selective hedging strategies dominate the alternatives ELSEVIER13 检索结果显示: 部分文摘 + 引文 结果显示方式 结果排列方式