Essays about: "Hedging"

Showing result 21 - 25 of 268 essays containing the word Hedging.

1. 21. Hedging inflation in Sweden- An analysis of gold, stocks, and real estates inflation hedging capability.

   University essay from Göteborgs universitet/Graduate School

   Author : Arvinder Singh; Johannes Schmidt; [2022-06-29]
   Keywords : Fisher hypothesis; Gold; Hedging; Inflation; Real Estate; Rollings Windows; Stocks;

   Abstract : The recent increase in inflation has made the discussion of inflation hedging a top priority for academics, portfolio managers and investors. In this study, we analyse which asset class out of gold, stocks, and real estate has been the best hedge against inflation in Sweden since 1986. READ MORE

3. 22. Portfolio Diversification with Commodities : From a Swedish Perspective

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Simon Derenkow; Max Walméus; [2022]
   Keywords : Commodities; DCC-GARCH; OMXSPI; Inflation; Correlation; Diversification; Modern Portfolio Theory;

   Abstract : 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. READ MORE

4. 23. An investigation of Sustainable Assets, Equitiesand the Bond market during the Globalpandemic, COVID-19

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Vincent Rahm; Frej de la Rosa; [2022]
   Keywords : Conventional bonds; COVID-19; DCC-GARCH; ESG; Green bond; S P500; Portfolio optimization; volatility; MSCI; Sustainable investments; US 10yr; Treasuries; Equities;

   Abstract : ESG investing has been a hot topic during several years and there have been numerousstudies examining the relationship between sustainable assets and non-sustainable assetsincluding green bonds, social bonds, environmental bonds, ESG-bonds and ESG indices;conventional bonds, S&P 500, common stocks and non-ESG indices. During negative marketshocks several ESG stocks and indices have been shown to outperform common stocks andindices. READ MORE

5. 24. Are REITs in Singapore and Hong Kong Being Inflation Hedging? : An empirical analysis of the relationship between REIT returns and inflation

   University essay from KTH/Fastighetsföretagande och finansiella system

   Author : Caixing Bin; [2022]
   Keywords : REITs; inflation; hedge; returns; REITs; inflation; hedge; avkastning;

   Abstract : This paper examinesinflation in Singapore and Hong Kong between 2002 to 2021. The purpose is to investigate whether REITs can hedge against inflation. The inflation will be divided into expected inflation (EI) and unexpected inflation (UI). READ MORE

6. 25. Investing in Bitcoin and Ethereum during stock market turmoil - a Swedish Perspective. : A study on the hedging, safe-haven, and diversification characteristics of Bitcoin, Ethereum and Gold against the OMX30 during the COVID-19 crisis and Russian invasion of Ukraine.

   University essay from Jönköping University/IHH, Företagsekonomi

   Author : Erik Larsson; Lukas Johansson; [2022]
   Keywords : DCC-GARCH; Bitcoin; Ethereum; Gold; Safe-Haven; Hedging; Diversification; COVID-19; Russia; Ukraine;

   Abstract : The world has faced tumultuous times in recent years with the COVID-19 pandemic as well as the Russian invasion of Ukraine causing the stock market to be unusually volatile. During such times investors tend to flee to alternative investment opportunities that are uncorrelated or negatively correlated with the stock market, called safe-haven assets. READ MORE