The impact of currency hedging for global portfolios has been debated extensively. In this paper we take an approach from a risk viewpoint (i.e., can hedging lead to lower volatility or be some…
GMO presents a primer on put writing strategies, and why they may make sense for the institutional investor in the current market environment.
This paper analyzes recent trends in the size and composition of over-the-counter (OTC) derivatives markets, using the latest data from the Bank for International Settlements (BIS) and ISDA.
