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Statements

Subject Item
n2:RIV%2F61989100%3A27510%2F14%3A86090795%21RIV15-MSM-27510___
rdf:type
n12:Vysledek skos:Concept
dcterms: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.
dcterms:title
Currency risk of optimal partial hedging Currency risk of optimal partial hedging
skos:prefLabel
Currency risk of optimal partial hedging Currency risk of optimal partial hedging
skos:notation
RIV/61989100:27510/14:86090795!RIV15-MSM-27510___
n3:aktivita
n4:S n4:P
n3:aktivity
P(EE2.3.20.0296), S
n3:cisloPeriodika
2
n3:dodaniDat
n9:2015
n3:domaciTvurceVysledku
Guo, Haochen
n3:druhVysledku
n7:J
n3:duvernostUdaju
n13:S
n3:entitaPredkladatele
n10:predkladatel
n3:idSjednocenehoVysledku
9411
n3:idVysledku
RIV/61989100:27510/14:86090795
n3:jazykVysledku
n16:eng
n3:klicovaSlova
hedging; partial; optimal; risk; Currency
n3:klicoveSlovo
n6:optimal n6:hedging n6:Currency n6:partial n6:risk
n3:kodStatuVydavatele
CZ - Česká republika
n3:kontrolniKodProRIV
[F4B4294A4E52]
n3:nazevZdroje
ECON – Journal of Economic, Management and Business
n3:obor
n11:AH
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
1
n3:projekt
n17:EE2.3.20.0296
n3:rokUplatneniVysledku
n9:2014
n3:svazekPeriodika
24
n3:tvurceVysledku
Guo, Haochen
s:issn
1803-3865
s:numberOfPages
10
n8:organizacniJednotka
27510