Please use this identifier to cite or link to this item: https://repository.iimb.ac.in/handle/2074/20585
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dc.contributor.advisorMurthy, Shashidhar
dc.contributor.authorSoni, Akshay
dc.contributor.authorJain, Archit
dc.date.accessioned2021-11-15T10:50:48Z-
dc.date.available2021-11-15T10:50:48Z-
dc.date.issued2016
dc.identifier.urihttps://repository.iimb.ac.in/handle/2074/20585-
dc.description.abstractMost of the corporations show a clear trend towards more transparent FX hedging strategies. We have developed a framework allowing corporate clients to set up a rule based hedging approach. This document contains an exemplary rule based hedging strategy designed to systematically exploit under-/overvaluations by adjusting the hedging portfolio
dc.publisherIndian Institute of Management Bangalore
dc.relation.ispartofseriesPGP_CCS_P16_021
dc.subjectForeign exchange hedge
dc.subjectFX hedging strategies
dc.subjectBuyers
dc.subjectEurope
dc.subjectHedge composition
dc.titleSignal based FX hedging strategies for European buyers
dc.typeCCS Project Report-PGP
dc.pages14p.
Appears in Collections:2016
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