Sökning: "equity hedging"
Visar resultat 1 - 5 av 30 uppsatser innehållade orden equity hedging.
1. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. LÄS MER
2. Valutarisken inom Stockholmsbörsen - En kvantitativ undersökning av OMXS30-bolagens valutaexponering
Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : Title: The Foreign Exchange Risk of the Stockholm Stock Exchange, a Quantitative Analysis of the Foreign Exchange Risk Exposure of OMXS30-Firms. Seminar date: 1 June 2023. Course: FEKH89, Bachelor’s Thesis in Corporate Finance. Authors: Felix Hult, Mahdi Rahideh & André Rosdahl. LÄS MER
3. Portfolio Diversification with Commodities : From a Swedish Perspective
Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenSammanfattning : This paper investigates the diversification characteristics of commodities in relation to the Swedish equity index OMXSPI. Much of the previous literature concludes that gold and oil possess diversification or hedging properties against the US equity markets. LÄS MER
4. Developing an Infrastructure Index in Accordance with Investor Expectations
Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : Infrastructure consists of facilities and services that are considered essential to the functioning and economic productivity of society (Preqin, 2022). The rapid economic growth over the past decades has led to an increase in the demand for fundamental functions such as energy, telecommunications, and transportation. LÄS MER
5. Hantering av svenska investerares valutarisk i amerikanska tillgångar : Hur svansrisken i en amerikansk aktie och obligationsportfölj denominerad i SEK påverkas av en optimal valutahedge
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : För investerare vars portföljer utgörs av internationella investeringar är det i synnerhet viktigt att begrunda beroendestrukturen mellan internationella investeringar och valutakurser. Detta på grund av den valutarisk som investeraren exponerar sig mot utöver de internationella tillgångarnas inneboende risk. LÄS MER