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Jashu Krishna
Research and Insights
Articles by Jashu Krishna
The MSCI Adaptive Hedge Indexes
Research Report | Mar 10, 2016 | Saurabh Katiyar, Stuart Doole, Jashu KrishnaGlobal equity portfolios expose investors to currency risk. Those wishing to minimize currency effects often hedge that currency exposure without touching their underlying international equity portfolios. However, currency fluctuations may also increase the investment returns and those movements can be sharp. We describe how the MSCI Adaptive Hedge Indexes use versions of four well-known currency indicators – Value, Momentum, Carry, and Volatility – to systematically determine a level of...