Optimal Currency Hedge Ratio : A Mathematical Approach The Khan Optimal Currency Hedge Ratio is 1 + Kappa (Correl + Carry/CurrencyVol) Hedge à l a Khan: Half a Hedge, Carry on the Side, Chef 's Choice on Correl

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Taher Khan
DOI: 10.2139/ssrn.6046995
Cited by: 0

Fields of Study & Subjects

Risk Management in Financial Firms Financial Risk and Volatility Modeling Financial Markets and Investment Strategies

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint