About: Analyzing Foreign Exchange Rate Risk of Minimum Variance Partial Hedging Strategy in International Financial Markets

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	This paper presents the minimum variance partial hedging strategy with international portfolios. International portfolios have an exposure to foreign exchange rates. If a stock portfolio tracks a stock index exactly then the equity risk may be almost full hedged by taking a position on the index future, because the basis risk is usually very small indeed. But if it does not track the index exactly only the systematic equity risk of the portfolio has been hedged and after the hedge still left with a specific equity risk due to the non-zero tracking error. The aims of this paper is to analyze the risk factors of international portfolio, application of partial hedging strategy, verified the minimum variance partial hedging strategy should be successfully applied in international financial markets and reduce the financial risk. This paper presents the minimum variance partial hedging strategy with international portfolios. International portfolios have an exposure to foreign exchange rates. If a stock portfolio tracks a stock index exactly then the equity risk may be almost full hedged by taking a position on the index future, because the basis risk is usually very small indeed. But if it does not track the index exactly only the systematic equity risk of the portfolio has been hedged and after the hedge still left with a specific equity risk due to the non-zero tracking error. The aims of this paper is to analyze the risk factors of international portfolio, application of partial hedging strategy, verified the minimum variance partial hedging strategy should be successfully applied in international financial markets and reduce the financial risk. (en)
Title	Analyzing Foreign Exchange Rate Risk of Minimum Variance Partial Hedging Strategy in International Financial Markets Analyzing Foreign Exchange Rate Risk of Minimum Variance Partial Hedging Strategy in International Financial Markets (en)
skos:prefLabel	Analyzing Foreign Exchange Rate Risk of Minimum Variance Partial Hedging Strategy in International Financial Markets Analyzing Foreign Exchange Rate Risk of Minimum Variance Partial Hedging Strategy in International Financial Markets (en)
skos:notation	RIV/61989100:27510/14:86090785!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...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Guo, Haochen
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
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	3219
http://linked.open...ai/riv/idVysledku	RIV/61989100:27510/14:86090785
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Markets; Financial; International; Strategy; Hedging; Partial; Variance; Minimum; Risk; Rate; Exchange; Foreign; Analyzing (en)
http://linked.open.../riv/klicoveSlovo	Exchange Analyzing Markets International Risk Strategy Variance Hedging Financial Rate Foreign Partial Minimum
http://linked.open...ontrolniKodProRIV	[1A38808A57A3]
http://linked.open...v/mistoKonaniAkce	Ostrava
http://linked.open...i/riv/mistoVydani	Ostrava
http://linked.open...i/riv/nazevZdroje	Managing and Modeling of Financial Risks : 7th international scientific conference : proceedings : 8th-9th September 2014, Ostrava, Czech Republic. [Part I-III]
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...iv/tvurceVysledku	Guo, Haochen
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open.../riv/zahajeniAkce	2014-09-08 (xsd:date)
number of pages	8 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Vysoká škola báňská - Technická univerzita Ostrava
https://schema.org/isbn	978-80-248-3631-7
http://localhost/t...ganizacniJednotka	27510

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