This paper introduces a non-Gaussian dynamic currency hedging strategy for globally diversified investors with ambiguity. It provides theoretical and empirical evidence that, under the stylized fac...

中文翻译：

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具有非高斯性和模糊性的动态货币对冲

本文介绍了一种针对具有模糊性的全球多元化投资者的非高斯动态货币对冲策略。它提供了理论和经验证据，表明在程式化的情况下...