RT Journal Article SR Electronic T1 Practical Applications of Smart Currency Hedging for Smart Beta Global Equities JF Practical Applications FD Institutional Investor Journals SP 1 OP 4 DO 10.3905/pa.2017.5.1.226 VO 5 IS 1 A1 Sanne de Boer A1 Courtney Lee Adams YR 2017 UL https://pm-research.com/content/5/1/1.6.abstract AB Smart Currency Hedging for Smart Beta Global Equities Sanne de Boer Currency exposure can have a significant impact on the performance of global investments. In Smart Currency Hedging for Smart Beta Global Equities, Sanne de Boer of QS Investors presents a conceptual framework for more accurately identifying the true drivers of currency risk in order to optimize currency hedging. He finds that “smart” currency hedging is an effective risk-reduction component for smart beta global equity strategies, with a history of significant improvements in Sharpe ratios over the medium- to long-term.TOPICS: Derivatives, equity portfolio management, developed