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André Perold |
When André Perold, professor of financial management at Harvard Business School visited JP Morgan Investment Management in 1987, it was a momentous occasion for Adrian Lee, president and CIO at Lee Overlay Partners, who was then working at JPMIM.
Perold is well known for his work on currency risk management. A year after visiting JPMIM, he co-authored a paper, The free lunch in currency hedging: implications for investment policy and performance standards, which, in the past decade has been included on almost all reference lists about currency overlay.
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