Journal of Mathematical Finance

Volume 3, Issue 3 (October 2013)

ISSN Print: 2162-2434   ISSN Online: 2162-2442

Google-based Impact Factor: 0.87  Citations  h5-index & Ranking

The Hidden Risk Factor

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DOI: 10.4236/jmf.2013.33A003    7,429 Downloads   10,839 Views  Citations

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.

Share and Cite:

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

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