Abstract
<h3>Practical Applications Summary</h3> In <b>The New Neutral: <i>The Long-Term Case for Currency Hedging</i></b>, from the Summer 2018 issues of the <b><i>Journal of Investing</i></b>, authors <b>Robert Bush</b> and <b>Abby Woodham</b> (both of <b>DWS</b> in New York, NY) examine the role of currency risk in long-term asset allocation for international equities. They address the impact of currency exposure on overall portfolio risk and return, and recommend using a portfolio approach as a framework to understand the role of foreign currencies in strategic asset allocation. The authors argue that fully hedging currency risk should be the new neutral for making long-term asset allocation decisions. <b>TOPICS:</b>Real assets/alternative investments/private equity, portfolio management/multi-asset allocation, emerging
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