TY - JOUR T1 - Practical Applications of Smart Currency Hedging for Smart Beta Global Equities JF - Practical Applications SP - 1 LP - 4 DO - 10.3905/pa.2017.5.1.226 VL - 5 IS - 1 AU - Sanne de Boer A2 - Lee Adams, Courtney Y1 - 2017/07/31 UR - https://pm-research.com/content/5/1/1.6.abstract N2 - 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 ER -