While their use in direct hedges has been researched previously, little work exists on the application of lower partial moment hedge ratios to cross-hedges. Lower partial moment hedge ratios are used here to cross-hedge a variety of emerging market currencies with currency futures. While the performance of these ratios does not vary markedly from that of Ederington minimum variance (EMV) ratios in terms of profitability and variance minimisation, they do provide the significant benefit of requiring less rebalancing than EMV hedges, potentially providing transaction cost savings to currency hedgers.