Sökning: "Carl Åkerlind"

Hittade 3 uppsatser innehållade orden Carl Åkerlind.

  1. 1. Hedging Foreign Exchange Exposure in Private Equity Using Financial Derivatives

    Master-uppsats, KTH/Matematisk statistik

    Författare :Filip Kwetczer; Carl Åkerlind; [2018]
    Nyckelord :Private Equity; Foreign Exchange Exposure; Hedging; Black-Scholes Model; Financial Derivatives; Private Equity; Valutaexponering; Hedging; Black-Scholes Modell; Finansiella Derivat;

    Sammanfattning : This thesis sets out to examine if and how private equity funds should hedge foreign exchange exposure. To our knowledge the field of foreign exchange hedging within private equity, from the private equity firms’ point of view, is vastly unexplored scientifically. LÄS MER

  3. 2. Currency Exposure and Hedging Strategies for Limited Partners Investing in Private Equity

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Caroline Holtsjö; Carl Åkerlind; [2017]
    Nyckelord :Currency Exposure; Hedging; Private Equity; Limited Partners; Foreign Exchange Rates;

    Sammanfattning : This paper sets out to examine how limited partners investing in private equity should define currency exposure and whether they should hedge it or not. To our knowledge, no previous research has investigated this field. The subject is important since foreign investments in private equity are increasing. LÄS MER

  4. 3. Potential Overreactions and Reversal Effects, Evidence from the Swedish Market

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Filip Abrahamsson Kwetczer; Carl Åkerlind; [2015]
    Nyckelord :Overreaction Hypothesis; Reversal effects; Causational events; OMXS30; Swedish Market;

    Sammanfattning : Ever since De Bondt and Thaler first formulated the Overreaction Hypothesis researchers have been studying different financial markets searching for evidence for an overreacting market. This paper examines if the OMXS30 stocks overreact to extreme events and if certain variables, such as the underlying causational event of the potential overreaction and furthermore the characteristics of the potential overreaction itself, can explain the probability of reversals taking place. LÄS MER