Franklin Wang

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

2

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2

Scholarly Papers (2)

1.

Optimal Currency Hedging for International Equity Portfolios

Financial Analyst Journal - Forthcoming
Number of pages: 30 Posted: 16 Oct 2018 Last Revised: 08 Jun 2019
Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 1,000 (29,512)
Citation 1

Abstract:

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International equity portfolio, Currency risk, Optimal hedging, Carry, Value, Momentum

2.

Is There a Dollar Risk Factor?

Number of pages: 23 Posted: 04 Nov 2018
Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 278 (144,314)
Citation 1

Abstract:

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Exchange Rates, Dollar, Carry, Factor