Alternative Currency Hedging Strategies with Known Covariances" by W. Chen, M. Kritzman and D. Turkington. Forthcoming in the Journal of Investment
Management.
"Optimal Currency Hedging In- and Out-of-Sample" by W. Kinlaw and M.Kritzman. 2009. Journal of Asset Management, Vol. 10, No. 1.
"Currency Hedging and the Risk of Loss" by M. Kritzman. 2000. Journal of Alternative Investments, Vol. 3, No. 3 (Winter).