Currency risk of optimal partial hedging

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F14%3A86090795" target="_blank" >RIV/61989100:27510/14:86090795 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Currency risk of optimal partial hedging
Original language description
Currency risk is a very important risk as there is a potential loss from a fluctuating foreign exchange rate. Creating a hedge against currency risk is a way for investors to manage the currency risk and gain value. The method of optimal partial hedginginvolves finding the optimal position for hedging in part and not in entirety. The objective of this paper is to analyse investors? strategy against currency risk using the optimal partial hedging strategy of international investments in multi-country stock portfolios. Those portfolios of trading in financial markets are from the United States, the United Kingdom, Germany and China in Hong Kong and Shanghai. Then, to examine the risk factors of currency risk in international stock portfolios, the partial hedging strategy is applied and the minimum variance partial hedging strategy that should be successful in reducing the financial risk in global financial markets is verified.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Project
<a href="/en/project/EE2.3.20.0296" target="_blank" >EE2.3.20.0296: Research team for modelling of economic and financial processes at VSB-TU Ostrava</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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