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Found 4 essays matching the above criteria.

  1. 1. The natural effect of multi-currency cross-hedging

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Lina Berg; Linda Clement; [2018]
    Keywords : Multi-currency cross-hedging; Small- and medium-sized enterprises; Conditional Value at Risk; Exchange rate risk; Business and Economics;

    Abstract : This thesis investigates the power and accuracy of the natural effect of multi-currency cross-hedging, based on the non-zero correlation between currency pairs, with the purpose of deter-mining if this could be a suitable hedging strategy for small- and medium-sized enterprises hav-ing transaction exposure to currency risk. The investigation, performed through an out-of-sample approach, is based on the minimization of the risk measure Conditional Value at Risk. READ MORE

  3. 2. Hedging strategies of Swedish mining companies : a qualitative study

    University essay from Företagsekonomi

    Author : Mohamed Shihab; Fredrik Bubere; [2013]
    Keywords : Hedge; hedging; hedging strategy; risk management; mining industry; Sweden; state-ownership; publicly traded companies; interviews; qualitative study;

    Abstract : This study investigates how risk management in general, and hedging in specific is used  in industries that produce and sell raw materials. We investigated the hedging strategies in the Swedish mining industry. READ MORE

  4. 3. Contingent Hedging : Applying Financial Portfolio Theory on Product Portfolios

    University essay from IHH, Företagsekonomi

    Author : Victor Karlsson; Rikard Svensson; Viktor Eklöf; [2012]
    Keywords : Finance; Modern Portfolio Theory; Product Portfolios; Black-Litterman; Efficient Frontier; Investment Decisions; Commodities; Hedging; Risk Management; Contingent Hedge; Diversification; Risk Minimization; Return Optimization; Mining; Metals;

    Abstract : In an ever-changing global environment, the ability to adapt to the current economic climate is essential for a company to prosper and survive. Numerous previous re- search state that better risk management and low overall risks will lead to a higher firm value. READ MORE

  5. 4. The association of Exchange rates and Stock returns : Linear Regression analysis

    University essay from Handelshögskolan vid Umeå universitet

    Author : Nshom Martin Akumbu; [2007]
    Keywords : Exchange rates; Stock returns; Linear regression analysis;

    Abstract : The association of exchange rates with stock returns and performance in major trading markets is widely accepted. The world’s economy has seen unprecedented growth of interdependent; as such the magnitude of the effect of exchange rates on returns will be even stronger. READ MORE