About: Currency risk of optimal partial hedging

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
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 hedging involves 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. 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 hedging involves 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. (en)
Title	Currency risk of optimal partial hedging Currency risk of optimal partial hedging (en)
skos:prefLabel	Currency risk of optimal partial hedging Currency risk of optimal partial hedging (en)
skos:notation	RIV/61989100:27510/14:86090795!RIV15-MSM-27510___
http://linked.open...avai/riv/aktivita	P S
http://linked.open...avai/riv/aktivity	P(EE2.3.20.0296), S
http://linked.open...iv/cisloPeriodika	2
http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Guo, Haochen
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoká škola báňská - Technická univerzita Ostrava / Ekonomická fakulta
http://linked.open...dnocenehoVysledku	9411
http://linked.open...ai/riv/idVysledku	RIV/61989100:27510/14:86090795
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	hedging; partial; optimal; risk; Currency (en)
http://linked.open.../riv/klicoveSlovo	partial risk optimal hedging Currency
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[F4B4294A4E52]
http://linked.open...i/riv/nazevZdroje	ECON – Journal of Economic, Management and Business
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Research team for modelling of economic and financial processes at VSB-TU Ostrava
http://linked.open...UplatneniVysledku	2014
http://linked.open...v/svazekPeriodika	24
http://linked.open...iv/tvurceVysledku	Guo, Haochen
issn	1803-3865
number of pages	10 (xsd:int)
http://localhost/t...ganizacniJednotka	27510

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