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Statements

Subject Item
n2:RIV%2F61989100%3A27510%2F14%3A86090785%21RIV15-MSM-27510___
rdf:type
skos:Concept n18:Vysledek
dcterms: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.
dcterms: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
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
skos:notation
RIV/61989100:27510/14:86090785!RIV15-MSM-27510___
n3:aktivita
n6:S n6:P
n3:aktivity
P(EE2.3.20.0296), S
n3:dodaniDat
n15:2015
n3:domaciTvurceVysledku
Guo, Haochen
n3:druhVysledku
n12:D
n3:duvernostUdaju
n20:S
n3:entitaPredkladatele
n19:predkladatel
n3:idSjednocenehoVysledku
3219
n3:idVysledku
RIV/61989100:27510/14:86090785
n3:jazykVysledku
n10:eng
n3:klicovaSlova
Markets; Financial; International; Strategy; Hedging; Partial; Variance; Minimum; Risk; Rate; Exchange; Foreign; Analyzing
n3:klicoveSlovo
n7:Analyzing n7:Markets n7:Variance n7:Strategy n7:Risk n7:Hedging n7:Exchange n7:Foreign n7:International n7:Partial n7:Rate n7:Financial n7:Minimum
n3:kontrolniKodProRIV
[1A38808A57A3]
n3:mistoKonaniAkce
Ostrava
n3:mistoVydani
Ostrava
n3:nazevZdroje
Managing and Modeling of Financial Risks : 7th international scientific conference : proceedings : 8th-9th September 2014, Ostrava, Czech Republic. [Part I-III]
n3:obor
n17:AH
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
1
n3:projekt
n16:EE2.3.20.0296
n3:rokUplatneniVysledku
n15:2014
n3:tvurceVysledku
Guo, Haochen
n3:typAkce
n8:EUR
n3:zahajeniAkce
2014-09-08+02:00
s:numberOfPages
8
n11:hasPublisher
Vysoká škola báňská - Technická univerzita Ostrava
n14:isbn
978-80-248-3631-7
n13:organizacniJednotka
27510