"1"^^ . . "Analyzing Foreign Exchange Rate Risk of Minimum Variance Partial Hedging Strategy in International Financial Markets" . . . . . "8"^^ . . "Markets; Financial; International; Strategy; Hedging; Partial; Variance; Minimum; Risk; Rate; Exchange; Foreign; Analyzing"@en . . . . "Guo, Haochen" . "Vysok\u00E1 \u0161kola b\u00E1\u0148sk\u00E1 - Technick\u00E1 univerzita Ostrava" . . . . "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 . . "27510" . . "RIV/61989100:27510/14:86090785!RIV15-MSM-27510___" . "2014-09-08+02:00"^^ . "Ostrava" . "Analyzing Foreign Exchange Rate Risk of Minimum Variance Partial Hedging Strategy in International Financial Markets"@en . "Ostrava" . . "978-80-248-3631-7" . "3219" . . "[1A38808A57A3]" . "RIV/61989100:27510/14:86090785" . . . . . . "Analyzing Foreign Exchange Rate Risk of Minimum Variance Partial Hedging Strategy in International Financial Markets"@en . "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." . . . "Managing and Modeling of Financial Risks : 7th international scientific conference : proceedings : 8th-9th September 2014, Ostrava, Czech Republic. [Part I-III]" . "Guo, Haochen" . "P(EE2.3.20.0296), S" . . . "1"^^ . "Analyzing Foreign Exchange Rate Risk of Minimum Variance Partial Hedging Strategy in International Financial Markets" . .