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Thoughts on issues in investment management. Wednesday, 14 May 2008. Are you sure that equity futures dont have currency risk? Yesterday, I heard someone say again that equity futures dont have currency exposure. While that is often the case, it is not always true and that is an important thing to keep in mind when analysing a portfolio or developing a portfolio analytics system. There are two reasons why this may not be true for all equity futures. A Changes in the futures price. Clearly, therefore,.CONTENT
This web page riskyreturn.blogspot.com states the following, "Thoughts on issues in investment management." We saw that the webpage said " Wednesday, 14 May 2008." It also said " Are you sure that equity futures dont have currency risk? Yesterday, I heard someone say again that equity futures dont have currency exposure. While that is often the case, it is not always true and that is an important thing to keep in mind when analysing a portfolio or developing a portfolio analytics system. There are two reasons why this may not be true for all equity futures. A Changes in the futures price."