%0 Journal Article %A Sanne de Boer %A Courtney Lee Adams %T Practical Applications of Smart Currency Hedging for Smart Beta Global Equities %D 2017 %R 10.3905/pa.2017.5.1.226 %J Practical Applications %P 1-4 %V 5 %N 1 %X Smart Currency Hedging for Smart Beta Global Equities Sanne de Boer Currency exposure can have a significant impact on the performance of global investments. In Smart Currency Hedging for Smart Beta Global Equities, Sanne de Boer of QS Investors presents a conceptual framework for more accurately identifying the true drivers of currency risk in order to optimize currency hedging. He finds that “smart” currency hedging is an effective risk-reduction component for smart beta global equity strategies, with a history of significant improvements in Sharpe ratios over the medium- to long-term.TOPICS: Derivatives, equity portfolio management, developed %U https://pa.pm-research.com/content/iijpracapp/5/1/1.6.full.pdf