Portfolio hedging strategy with systematic risk in China stock exchange market
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F13%3A86087228" target="_blank" >RIV/61989100:27510/13:86087228 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Portfolio hedging strategy with systematic risk in China stock exchange market
Original language description
This paper presents and analyses the portfolio hedging strategy with systematic risk. The hedging methodology consists of taking positions that lower the risk profile of the portfolio. The application of hedging is consists of finding the optimal position in stocks that minimizes the variance of the total, hedged position. The optimal hedging applies to the stock market, beta or systematic risk is important to measure the exposure of the rate of return on portfolio.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Financial Management of Firms and Financial Institutions : 9th international scientific conference : 9th - 10th September 2013, Ostrava, Czech Republic : proceedings. [Part 1-3]
ISBN
978-80-248-3172-5
ISSN
2336-162X
e-ISSN
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Number of pages
9
Pages from-to
208-216
Publisher name
VŠB-Technical University of Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 9, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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