| 18.06.2008 Risk Management: Opalesque Exclusive: Research article by The Cambridge Strategy CIO Russell Thompson - The measurement of foreign exchange risk in emerging markets |
| This article addresses some
of the issues related to the
management and measurement
of foreign exchange risk as applied to
emerging markets. It is, however, just as
relevant to any asset classes and asset
managers with nonnormal distribu-
tions, particularly those with fat tails
such as hedge funds.
Key findings: The measurement and managemen |
| Article source: http://www.opalesque.com/files/ICMA_FX_risk.pdf - Opalesque is not responsible for the content of external internet sites |