Hedging of market risks in an internationally diversified portfolio – Fabian Bunge
Fabian Bunge
Master's thesis
Hedging of market risks in an internationally diversified portfolio
Hedging of systematic risks in an internationally diversified portfolio
Abstract:
The international financial markets have been characterised by high volatility and uncertainty this millennium due to crises such as the dotcom bubble, the financial crisis in 2007, and the euro crisis, and ultimately the consequences of the Covid-19 pandemic and the war in Ukraine. Investors try to hedge against adverse portfolio movements by diversification and through derivatives. This study thus …moreAbstract:
The international financial markets have been characterised by high volatility and uncertainty this millennium due to crises such as the dotcom bubble, the financial crisis in 2007, and the euro crisis, and ultimately the consequences of the Covid-19 pandemic and the war in Ukraine. Investors try to hedge against adverse portfolio movements by diversification and through derivatives. This study thus …more
Language used: English
Date on which the thesis was submitted / produced: 21. 8. 2023
Identifier:
https://vskp.vse.cz/eid/91258
Thesis defence
- Date of defence: 8. 9. 2023
- Supervisor: Karel Brůna
- Reader: Ondřej Šíma
Citation record
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- autentizovaným zaměstnancům ze stejné školy/fakulty
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Institution archiving the thesis and making it accessible: Vysoká škola ekonomická v Prazehttps://vskp.vse.cz/eid/91258
Vysoká škola ekonomická v Praze
Master programme:
Finance and Accounting
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