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Currency risk management is important for global portfolios from "summary" of Institutional Investment Management by Frank J. Fabozzi

Currency risk management is a crucial aspect of managing global portfolios. When investors diversify their portfolios internationally, they are exposed to fluctuations in exchange rates. These fluctuations can have a significant impact on the overall returns of the portfolio. Therefore, it is essential for investors to implement strategies to mitigate the effects of currency risk. One common approach to currency risk management is hedging. Hedging involves taking positions in the foreign exchange market that offset the potential losses from adverse currency movements. By hedging their currency exposure, investors can protect their portfolios from unwanted currency risk. Another important aspect of currency risk management is understanding the relationship between different currencies. Some currencies may move in tandem with each other, while others may move in opposite directions. By analyzing the correlations between currencies, investors can make more informed decisions about how to manage their currency risk. It is also essential for investors to consider the impact of currency risk on their overall investment objectives. For example, if an investor has a long-term investment horizon, they may be more willing to tolerate short-term fluctuations in exchange rates. On the other hand, if an investor has a more short-term focus, they may need to be more proactive in managing their currency risk.
  1. Currency risk management is a critical component of managing global portfolios. By implementing effective strategies to mitigate the effects of currency risk, investors can protect their portfolios and enhance their overall returns. In today's interconnected global economy, understanding and managing currency risk is more important than ever for institutional investors.
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Institutional Investment Management

Frank J. Fabozzi

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