Sökning: "hedge ratio"
Visar resultat 1 - 5 av 36 uppsatser innehållade orden hedge ratio.
1. Bitcoin - is it worth our dime? Bitcoin's effect on portfolio returns and its properties in a Swedish setting.
Kandidat-uppsats,Sammanfattning : Bitcoin made its way into the consciousness of investors and the general public around 2015. Growing in popularity from there and inspiring the creation of many other crypto currencies along the way, it has been subject to several hypes and sharp declines since. LÄS MER
2. Optimal Portfolio Allocation of Commodities for the Swedish Investor
Kandidat-uppsats,Sammanfattning : Commodities have historically been seen as great diversifiers to stocks and bonds. Following the financialization in late 1990s and early 2000s this began to be questioned by previous research due to increasing correlations with the stock market, which has created a need for further research with in the field. LÄS MER
3. Closing the value gap: An Empirical Analysis of Cevian Capital’s Activism in Europe
Kandidat-uppsats,Sammanfattning : This paper analyses the short- and long-term impact of Cevian Capitals activist investments on 16 public companies in Europe during 2010-2019. Cevian Capital is the largest activist hedge fund in Europe and is characterized as a “constructivist” hedge fund, employing a non-aggressive approach to activism. LÄS MER
4. Construction and Evaluation of Basket Options using the Binomial Option Pricing Model
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : Hedge funds use a variety of different financial instruments in order to try to achieve over-average returns without taking on excessive risk - options being one of the most common of these instruments. Basket options is a type of option that is written on several underlying assets that can be used to hedge risky positions. LÄS MER
5. Bitcoins roll i en aktieportfölj på svenska marknaden : – Hur det påverkar risk och avkastning
Kandidat-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenSammanfattning : Bitcoin is an asset that demonstrated a high increase in price since it was launched in 2009, meanwhile it has been a very volatile and risky asset. Previous research has indicated that an allocation of bitcoin in investor’s portfolio could increase return as well as risk adjusted return. LÄS MER