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Ryle Perera - Publications

Perera R.S (2001), The role of index bonds in universal currency hedging, Journal of Applied Mathematical Finance 7, 271-284.

Working Papers

  • An International Equilibrium Asset Allocation in the Presence of an Equity-Linked Bond.
  • Asset Allocation in the Presence of an Inflation- Indexed Security.
  • An Optimal Currency Hedging Strategy in a Stochastic Environment.
  • Path Dependant Foreign Currency Options on Multiple Currencies and First Exit Time.
  • A Binary Game Strategy in Portfolio Allocation.