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Showing result 1 - 5 of 11 essays matching the above criteria.

  1. 1. The use of derivatives in corporate risk management - A value adding strategy?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Agnes Strignert; [2024]
    Keywords : Risk Management; Derivatives; Hedging; Modigliani-Miller; Porsche;

    Abstract : Part I:This study highlights the role of active risk management of currency risk exposure within large listed non-financial European firms. In the aftermath of the global pandemic and invasion of Ukraine, many firm across the global has experienced challenges in terms of sustaining stable cash flows. READ MORE

  3. 2. Currency Exposure and Hedging Strategies for Limited Partners Investing in Private Equity

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Caroline Holtsjö; Carl Åkerlind; [2017]
    Keywords : Currency Exposure; Hedging; Private Equity; Limited Partners; Foreign Exchange Rates;

    Abstract : This paper sets out to examine how limited partners investing in private equity should define currency exposure and whether they should hedge it or not. To our knowledge, no previous research has investigated this field. The subject is important since foreign investments in private equity are increasing. READ MORE

  4. 3. Determinant Influence on Hedging Strategies - A case study of AB Volvo, AB SKF and Getinge AB

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Linn Birnbo; Sofie Wernersson; [2013-07-02]
    Keywords : Currency risk management; Foreign exchange rate risk; Hedging; Netting; Hedging Strategy; Determinants;

    Abstract : Background and Problem: Most internationally operating companies are exposed to foreign exchange risk. Companies who hedge their currency exposure strive to minimize the effect of unfavourable foreign exchange rate movements since it can have a negative impact on companies’ operational results. READ MORE

  5. 4. Forwards versus Options: Effectiveness in Hedging Currency Risk in International Portfolios

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Cecilia Alvarado-Vargas; Khwanchanok Kessakorn; [2013]
    Keywords : Currency Hedging; International Portfolios Diversification; Currency Forward Contracts; Currency Put Options.; Business and Economics;

    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

  6. 5. Layered Basket Option Hedging : Currency risk management for multinational corporations

    University essay from IHH, Företagsekonomi

    Author : Gustav Carlsson; Robin Ericsson; [2012]
    Keywords : Currency risk; Hedging; Options; Basket; Forwards; Diversification;

    Abstract : Background: In an increasingly globalized environment, corporations perform transactions across borders on a day-to-day basis. As multinational corporations expand their businesses the number of currencies in their operations increases. The consequence of operating with several currencies is the risk associated with currency fluctuations. READ MORE