JMF  Vol.3 No.3 A , October 2013
The Hidden Risk Factor
ABSTRACT

To achieve maximum returns consistent with an investor’s appetite for risk, the correct identification and estimation of all relevant risk factors in a portfolio are necessary. In this paper, we identify the role of foreign currency as an important risk factor from an international investor’s point of view.


Cite this paper
J. Witte, D. Ples and J. Corominas, "The Hidden Risk Factor," Journal of Mathematical Finance, Vol. 3 No. 3, 2013, pp. 21-26. doi: 10.4236/jmf.2013.33A003.
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