Essays about: "Hedging"

Showing result 6 - 10 of 268 essays containing the word Hedging.

  1. 6. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations

    University essay from Lunds universitet/Matematisk statistik

    Author : Vilhelm Samuelsson; [2023]
    Keywords : Exchange rates; Equity markets; Volatility; ARMA-GARCH; Copula; Exchange rate determination; Safe-haven; Portfolio rebalancing; Return chasing; Mathematics and Statistics;

    Abstract : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. READ MORE

  3. 7. The Pursuit of European Strategic Autonomy : Balancing or Hedging Foreign Policy Behaviour in Relation to Russia?

    University essay from Högskolan Väst/Institutionen för ekonomi och it

    Author : Bjanka Ilievska; Ruihong Zhao; [2023]
    Keywords : European Union | European Strategic Autonomy | Security and Defence | Foreign Policy Behaviour | Balancing | Hedging | Russia;

    Abstract : Following the publication of the European Union Global Strategy in 2016 where the EU officially announced its quest for European Strategic Autonomy (ESA), a policy initiative toenable EU’s capacity to act autonomously in the realm of security and defence, this study poses the following research question: What type of foreign policy behaviour does the EU exhibit in security and defence through its quest for strategic autonomy? Broadly based in realism, the study is designed as a single case-study of EU foreign policy behaviour in relation to Russia and analyses whether the pursuit of ESA entails a balancing or hedging EU foreign policy behaviour. By doing so, the study contributes theoretically, by disentangling and operationalising these two concepts analytically, and empirically, by applying them to an EU context and investigating their presence. READ MORE

  4. 8. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

    University essay from Uppsala universitet/Datalogi

    Author : Rebecca Fällström; [2023]
    Keywords : Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

    Abstract : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. READ MORE

  5. 9. Foreign Exchange Rate Derivatives and Firm Value

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Love Kalms; Maja Sterner; Lisa Sterner; [2023]
    Keywords : derivative; hedging; exchange rate exposure; firm value; Tobin’s Q; Business and Economics;

    Abstract : Using Tobin’s Q as an approximation of firm value, this paper aims to examine the effect of foreign exchange rate derivatives on firm value. Risk management is viewed by many as one of the most vital aspects of corporate- and business strategy. READ MORE

  6. 10. Dispersion Trading: A Way to Hedge Vega Risk in Index Options

    University essay from KTH/Matematik (Avd.)

    Author : Albin Irell Fridlund; Johanna Heberlein; [2023]
    Keywords : Dispersion Trading; Volatility Trading; Volatility Hedging; Vega Hedging; Option Trading; Back-testing; Liquidity provider; OMXS30 options; Index options; Spridningshandel; Volitilitetshandel; Volitilitetssäkring; Vega säkring; Optionshandel; Back-testing; Likviditetgivare; OMXS30 optioner; Index optioner;

    Abstract : Since the introduction of derivatives to the financial markets, volatility trading has emerged as a method for investors to make money in every market condition. In parallel with introducing derivatives to the financial markets, hedging methods have emerged and are today essential instruments for the liquidity providers active in the markets. READ MORE