Currency risk of optimal partial hedging

Kód výsledku v 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>

Výsledek na webu

—

DOI - Digital Object Identifier

—

Jazyk výsledku

angličtina

Název v původním jazyce

Currency risk of optimal partial hedging

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Currency risk of optimal partial hedging

Popis výsledku anglicky

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.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AH - Ekonomie

OECD FORD obor

—

Projekt

<a href="/cs/project/EE2.3.20.0296" target="_blank" >EE2.3.20.0296: Výzkumný tým pro modelování ekonomických a finančních procesů na VŠB-TU Ostrava</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2014

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

ECON ? Journal of Economic, Management and Business

ISSN

1803-3865

e-ISSN

—

Svazek periodika

24

Číslo periodika v rámci svazku

2

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

10

Strana od-do

73-82

Kód UT WoS článku

—

EID výsledku v databázi Scopus

—