Search for dissertations about: "Hedging -- risk management"

Showing result 1 - 5 of 7 swedish dissertations containing the words Hedging -- risk management.

2. 1. Essays on Corporate Risk Management

   Author : Håkan Jankensgård; Företagsekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Risk management; risk measurement; hedging; enterprise risk; centralization;

   Abstract : Companies spend a lot of attention and resources on something commonly referred to as ‘risk management’. Despite its apparent importance and intuitive appeal, corporate risk management is fraught with many difficulties, both on the conceptual and practical level. READ MORE

4. 2. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets

   Author : Johan Hagenbjörk; Jörgen Blomvall; Ou Tang; Giorgio Consigli; Linköpings universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Finance; Fixed income; Interest rate risk; Credit risk; Risk management; Optimization; Mathematics;

   Abstract : The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. READ MORE

5. 3. Essays on Risks in Investment Strategies

   Author : Ian Khrashchevskyi; Ai Jun Hou; Jarkko Peltomäki; Mika Vaihekoski; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; investment strategies; risk; hedging; diversification; derivatives; safe haven; investor behavior; financial education; företagsekonomi; Business Administration;

   Abstract : This dissertation contains three articles, which investigate different types of risks investors encounter during the investment process.Article I investigates the relation between macroeconomic risk and higher-moment moment risk premia. READ MORE

6. 4. Public debt management

   Author : Anders Paalzow; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : This thesis consists of three self-contained papers covering different aspects of public debt management. From a methodological point of view they all have in common that results and models from the theory of finance are used to analyze the effects of public debt management. READ MORE

7. 5. Essays on Derivatives and Liquidity

   Author : Caihong Xu; Lars Nordén; Björn Hagströmer; Hans Byström; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Index options; volatility smile; liquidity; index futures; expiration-day effects; limit order book; trading patience; order flows; gold futures; hedging; företagsekonomi; Business Administration;

   Abstract : This dissertation contains four essays in which derivatives markets are studied in relation to three related topics in financial economics: asset pricing, market microstructure and risk management.Essay I studies the role of relative option liquidity in explaining the volatility smile. READ MORE