Essays about: "Cecilia Alvarado-vargas"
Found 1 essay containing the words Cecilia Alvarado-vargas.
University essay from Lunds universitet/Företagsekonomiska institutionen
Abstract : 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. READ MORE