TY - BOOK AU - Soenen,Luc A. TI - Foreign exchange exposure management: a portfolio approach SN - 9028603093 U1 - 658.15'5 PY - 1979/// CY - Alphen aan den Rijn, Germantown, Maryland PB - Sijthoff & Noordhoff KW - International business enterprises KW - Foreign exchange administration KW - Hedging (Finance) KW - Portfolio management N1 - Includes index; Includes bibliographical references: p. 135-139 N2 - This books focusses on the hedging of currency portfolio as specified as a decision problem, with the company's exposure as input together with spot and forward exchange rates, the future spot rates of the currencies in the portfolio as unknown random variables, and the amounts to be hedged per currency as decision variables ER -