Essays about: "Hedging theory"
Showing result 1 - 5 of 48 essays containing the words Hedging theory.
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1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging
University essay from Umeå universitet/FöretagsekonomiAbstract : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. READ MORE
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2. Option Expiration Day Impact on Underlying Stock Return- A Study on the Swedish Option Market
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : Research questions: Is there significant change in the stock return on option expiration dates in the underlying stock? Does the net open interest have an effect on the return of the underlying stock on option expiration day? Purpose: The purpose of the bachelor's thesis is to study whether there is a significant difference in the stock returns on option expiration dates in relation to the net open interest of the underlying stocks within the OMXS30 index. Methodology: A quantitative study using a deductive approach to statistically describe the relationship between the daily stock return with open interest and traded volume. READ MORE
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3. Industry Maturity’s Influence on the Viability of Innovation- and Imitation-oriented Strategies - Assessing how elements of industry life cycles influence the viability of innovation and imitation-oriented strategies and its impact on industry development pace - A Qualitative Cross-sectional Study on the Cultured Meat Industry
University essay from Göteborgs universitet/Graduate SchoolAbstract : There is extensive literature on the topic of first-mover advantages, not only with regards to whether such advantages exist or not, but also with regards to their sources. However, there is a scarce amount of research devoted to understanding how such advantages are affected by the maturity of the industry, specifically in emerging industries. READ MORE
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4. Portfolio Diversification with Commodities : From a Swedish Perspective
University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenAbstract : 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
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5. The Hedging Premium
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : Seminar Date: 2022-06-01 Course: BUSN79, Degree Project in Accounting and Finance Authors: Jakob Mathiasson & Philip Hausenkamph Examiner: Reda Moursli Key Words: Risk Management, Hedging, Firm Value, Insider Ownership, Foreign Ownership Purpose: The purpose of this paper is to investigate the impact of hedging derivatives on firm valuation in present time, as well as the partial effect of different corporate ownership structures affecting the relationship between hedging and firm value. Methodology: The econometrical approach is based on a random effects model, however also complimented by a fixed effects model. READ MORE
