Nelson Arruda

Mackenzie Investments

180 Queen Street West

Toronto,, ON M5V 3K1

Canada

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Optimal Currency Hedging: Horizon Matters

MIT Sloan Research Paper No. 5810-19, June 2019

Number of pages: 18 Posted: 14 Jun 2019

Nelson Arruda, Alain Bergeron and Mark Kritzman

Mackenzie Investments, Mackenzie Investments and Windham Capital Management

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