PT  - JOURNAL ARTICLE
AU  - Sanne de Boer
ED  - Lee Adams, Courtney
TI  - Practical Applications of Smart Currency Hedging for Smart Beta Global Equities
AID  - 10.3905/pa.2017.5.1.226
DP  - 2017 Jul 31
TA  - Practical Applications
PG  - 1--4
VI  - 5
IP  - 1
4099  - https://pm-research.com/content/5/1/1.6.short
4100  - https://pm-research.com/content/5/1/1.6.full
AB  - 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