Sökning: "international portfolio currency hedging"

Visar resultat 1 - 5 av 7 uppsatser innehållade orden international portfolio currency hedging.

  1. 1. 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/Produktionsekonomi

    Författare :Ivar Hedrén; Henrik Käller Åkesson; [2022]
    Nyckelord :CVaR; tail risk; foreign exchange risk; USD:SEK; hedging; covariation; CVaR; svansrisk; valutarisk; USD:SEK; hedging; samvariation;

    Sammanfattning : 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

  3. 2. Utländska investeringar på den svenska fastighetsmarknaden - Incitament för investering med fokus på asiatiska investerare

    Kandidat-uppsats, KTH/Fastigheter och byggande

    Författare :Ludvig Runestam; Henrik Wiksell; [2016]
    Nyckelord :Transactions; Transparency; Liquidity; Portfolio Theory; Asian Investments; Transaktioner; Transparens; Likviditet; Portföljteori; Asiatiska investeringar;

    Sammanfattning : International real estate investors have shown interest in the Swedish real estate market since the second half of the 1990s. The entrance period was marked with a large amount of infused foreign capital, which was a result of flexible real estate transactions to low prices. LÄS MER

  4. 3. European Investor Currency Hedging: Forwards or Options in International Portfolios

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Yan Xu; [2014]
    Nyckelord :international portfolio currency hedging; hedging instruments; currency forward contracts; currency put options; optimal portfolio; CVaR; Business and Economics;

    Sammanfattning : The hedging effectiveness of currency forward contracts and currency put option for three different portfolios—Portfolio of Emerging Markets, Portfolio of Developed Countries, and the International Portfolio—are examined from the viewpoint of European investors. European Union (EU), United States (US), United Kingdom (UK), Switzerland (SF), Sweden (SE), Denmark (DK), Norway (NK), and Japan (JAP) are considered in the developed countries. LÄS MER

  5. 4. Forwards versus Options: Effectiveness in Hedging Currency Risk in International Portfolios

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Cecilia Alvarado-Vargas; Khwanchanok Kessakorn; [2013]
    Nyckelord :Currency Hedging; International Portfolios Diversification; Currency Forward Contracts; Currency Put Options.; Business and Economics;

    Sammanfattning : This paper aims to examine effectiveness of currency hedging of forward contracts and options in international portfolio, consisting of assets denominated in Chinese Yuan and Indian Rupee. Instead of applying Markowitz’s portfolio optimization, mean-CVaR framework is used in order to deal with non-normality of return of financial assets as well as exchange rates. LÄS MER

  7. 5. Exchange rate hedging of equity portfolios: evaluation of an OLS approach

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

    Författare :Johan Blixt; [2008]
    Nyckelord :Currency hedging; equity portfolios; Sweden;

    Sammanfattning : With an increasing level of international diversification in equity portfolios comes an increase in the importance of the implicit foreign exchange rate exposure. While purchasing power parity might hold in the longer run it is evident that exchange rate movements can have sizable effects on portfolio returns at conventional time horizons. LÄS MER