Sökning: "finansiell hedging"

Visar resultat 1 - 5 av 36 uppsatser innehållade orden finansiell hedging.

  1. 1. The use of derivatives in corporate risk management - A value adding strategy?

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

    Författare :Agnes Strignert; [2024]
    Nyckelord :Risk Management; Derivatives; Hedging; Modigliani-Miller; Porsche;

    Sammanfattning : Part I:This study highlights the role of active risk management of currency risk exposure within large listed non-financial European firms. In the aftermath of the global pandemic and invasion of Ukraine, many firm across the global has experienced challenges in terms of sustaining stable cash flows. LÄS MER

  3. 2. When Worlds Collide: The Dynamics between M&A and Geopolitical Risk

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

    Författare :Nihat Anwar; Janik Simon; [2023]
    Nyckelord :Geopolitical Risk; Mergers and Acquisitions; Acquisition Likelihood;

    Sammanfattning : We empirically investigate the relationship between geopolitical risk and mergers and acquisitions (M&A) between 1985-2022 by U.S. public acquirers, using the index of Caldara and Iacoviello (2022) as a proxy. LÄS MER

  4. 3. In the Core of the Storm: Revisiting Inflation Hedging Properties Within and Across Asset Classes

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

    Författare :Jakub Kacperczyk; Moritz Kornherr; [2023]
    Nyckelord :Inflation hedging; Inflation risk premium; Inflation forecasting; Bond-Stock Correlation;

    Sammanfattning : The recent surge in inflation has reignited discussions on hedging inflation risks, forming the focal point of this study. In our paper we consider conventional asset classes from 1968 to 2023 as well as alternative assets from 2020 to 2023 and find that no asset class provides a statistically significant hedge against core inflation shocks, while commodities and currencies can hedge headline and energy inflation risk. LÄS MER

  5. 4. Hedging in the Renewable Sector: A Case Study on Risk Mitigation for Solar Facilities

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

    Författare :Ture Österman; Jesper Janson; [2023]
    Nyckelord :Hedging; Cannibalization; Solar; Batteries; Co-location;

    Sammanfattning : This thesis examines the risks and implications posed by the expansion of the renewable energy sector, using the perspective of Swedish solar facilities and the renewable project developer OX2. The paper is presented as a case study, primarily based on a qualitative methodology, involving interviews with various stakeholders. LÄS MER

  7. 5. REITs in a Mixed-Asset Portfolio

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

    Författare :Mary Anne Roa; [2022]
    Nyckelord :REIT; Pricing; Fama-French; Portfolio Simulation;

    Sammanfattning : Diversification is a significant element of asset allocation. An alternative investment of great interest for many investors is real estate. The paper will explore the hypotheses of whether real estate investment trust (REITs)warrants inclusion in an investment portfolio. LÄS MER