Essays about: "hedge ratio"

Showing result 1 - 5 of 30 essays containing the words hedge ratio.

  1. 1. Bitcoin - is it worth our dime? Bitcoin's effect on portfolio returns and its properties in a Swedish setting.

    University essay from

    Author : Max Bernhardtz; Joakim Eriksson; [2022-07-04]
    Keywords : ;

    Abstract : Bitcoin made its way into the consciousness of investors and the general public around 2015. Growing in popularity from there and inspiring the creation of many other crypto currencies along the way, it has been subject to several hypes and sharp declines since. READ MORE

  3. 2. Optimal Portfolio Allocation of Commodities for the Swedish Investor

    University essay from

    Author : Sebastian Henfalk; Alexandra Wesley; [2021-08-17]
    Keywords : Optimal Portfolio Allocation into Commodities; OMXS30GI; Bloomberg Commodity Index BCOM ; Sub-Sectors; Sharpe Ratio; Swedish Investor; Financialization; Diversification; Hedge; Precious Metals; Inflation; Råvaror; Optimal Allokering; Ädelmetaller;

    Abstract : Commodities have historically been seen as great diversifiers to stocks and bonds. Following the financialization in late 1990s and early 2000s this began to be questioned by previous research due to increasing correlations with the stock market, which has created a need for further research with in the field. READ MORE

  4. 3. Closing the value gap: An Empirical Analysis of Cevian Capital’s Activism in Europe

    University essay from

    Author : Marceli Krenz; [2021-06-23]
    Keywords : Cevian Capital; Hedge Fund Activism; Abnormal Returns; Western Europe; Operating Performance Metrics;

    Abstract : This paper analyses the short- and long-term impact of Cevian Capitals activist investments on 16 public companies in Europe during 2010-2019. Cevian Capital is the largest activist hedge fund in Europe and is characterized as a “constructivist” hedge fund, employing a non-aggressive approach to activism. READ MORE

  5. 4. Construction and Evaluation of Basket Options using the Binomial Option Pricing Model

    University essay from KTH/Matematisk statistik

    Author : Robin Nordström; Sepand Tabari; [2021]
    Keywords : Applied Mathematics; Financial Mathematics; Option Pricing; Binomial Option Pricing Model; Basket Option; Delta Neutrality; Data Analysis; Tillämpad Matematik; Finansiell Matematik; Optionsprissättning; Binomialmodellen; Korgoption; Deltaneutralitet; Dataanalys;

    Abstract : Hedge funds use a variety of different financial instruments in order to try to achieve over-average returns without taking on excessive risk - options being one of the most common of these instruments. Basket options is a type of option that is written on several underlying assets that can be used to hedge risky positions. READ MORE

  6. 5. Gold – a hedge, safe haven or a diversifier - A comparison between the Swedish and the American financial market

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Johannes Schmidt; Mikael Westerbäck; [2020-02-21]
    Keywords : Efficient frontier; investments strategies; Sharpe Ratio; gold; stocks; bonds; hedge; safe haven; portfolio analysis;

    Abstract : The purpose of this study is to investigate the role of gold as a financial asset and comparing the result between the American and the Swedish financial market. Using time series data for monthly and daily returns of S&P500, OMXS30, American 10-year bonds, Swedish 10-year bonds, oil and gold this study analyzes if gold has been a hedge, safe have or a diversifier for Swedish and American stocks and bonds the last 20 years. READ MORE