Essays about: "Hedging"

Showing result 1 - 5 of 147 essays containing the word Hedging.

  1. 1. Prissäkring : ekonomisk optimering av grödval med hänsyn tagen till försäljningsstrategier och risk

    University essay from SLU/Dept. of Economics

    Author : Henrik Karlsson; Gustav Skog; [2016]
    Keywords : futureskontrakt; medel- och variansanalys; portföljteori; prissäkring; terminshandel;

    Abstract : Prissäkring av spannmål är ett sätt för att minska variation i det ekonomiska resultatet för lantbrukare (Hull, 2012). Vid volatila priser ökar risken för företagen. Prissäkring är ett lämpligt verktyg för att minska prisrisk. READ MORE

  2. 2. Tail Dependence Considerations for Cross-Asset Portfolios

    University essay from KTH/Matematisk statistik

    Author : Johanna Trost; [2016]
    Keywords : ;

    Abstract : Extreme events, heaviness of log return distribution tails and bivariate asymptotic dependence are important aspects of cross-asset tail risk hedging and diversification. These are in this thesis investigated with the help of threshold copulas, scalar tail dependence measures and bivariate Value-at-Risk. READ MORE

  3. 3. Cash Holdings from a Risk Management Perspective - A study on high investment firms

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Fanny Andrea Bjørndalen; Johanna Nilsson; [2015]
    Keywords : Cash Holdings; Cash Management; Hedging; Risk Management; Underinvestment problems; Investment opportunities; Business and Economics;

    Abstract : Due to a globalized market place, risk management has grown in importance and become a central part of firms’ corporate strategies. The incentives for engaging in risk reducing activities revolve around reduced agency costs and exploitation of financial advantages. READ MORE

  4. 4. Bigger Beta is not always Better: A Study of Low-Beta Strategies

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Julius Philipp Röder; Cherdwong Pongjindathip; [2015]
    Keywords : BAB; Low-Beta Anomaly; Index Investing; Country vs. Industry; Naive Strategy;

    Abstract : This paper tests to what extent it is possible by an individual investor to implement a low-beta strategy, using 78 MSCI indices of countries and industries with a naive diversification (equal-weighting). Five different strategies with three rebalancing windows are built, implementing a simple ranking method. READ MORE

  5. 5. Volatility of Volatility - The Uncertainties of Risks

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Mladen Milutinovic; Haojiang Zhao; [2015]
    Keywords : Empirical Asset Pricing; Volatility of Volatility; Volatility; Risk factors in Asset Pricing; Long-Short Trading Strategy;

    Abstract : This paper is an attempt to explore the characteristics of volatility of volatility on the aggregate level and investigate its role in the pricing of equity assets. Several measures of volatility of volatility for the S&P 500 index are elaborated and investigated in this study; realized, parametrized and implied. READ MORE