КНИГИ НА АНГЛИЙСКИЙ ЯЗЫКЕ, ИМЕЮЩЕЕ ОТНОШЕНИЕ К СЛОВУ «UNHEDGED»
Поиск случаев использования слова
unhedged в следующих библиографических источниках. Книги, относящиеся к слову
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Selected Topics in Bond Portfolio Management
Salomon Non-U.S. Government Bond Index and Lehman Aggregate Index (
Monthly Data, Unhedged, and Hedged Basis) Most of the academic research on
currency hedging for U.S. dollar-based investors suggests that a partially hedged
...
Frank J. Fabozzi, CFA, 1997
2
The Economic Function of Futures Markets
In that case, the asset called unhedged wheat, rather than a single item, would
be the combination of the single financial instrument representing hedged wheat
and the financial instrument representing a long position in a wheat futures ...
3
Country Insurance Using Financial Instruments
HYS Hedge Out of Sample Performance : Hedged versus Unhedged EMBI
Quarterly Change 0 50 100 Threshhold VARHedged LPMHedged Unhedged 06-
1996 06-1998 06-2000 06-2002 06-2004 06-2006 06-2008 -50 EMBICDX
Hedge ...
Luca Antonio Ricci, Marcos Chamon, Yuanyan Sophia Zhang, 2011
Currency surprise methodology tells us that unhedged returns = hedged returns
+ currency surprise. Statistical theory tells us the variance of the sum of two
distributions is as follows: Variance (unhedged) = Variance (hedged) + Variance
...
5
A New Index of Currency Mismatch and Systemic Risk
The only economies without currency mismatches before the crisis (a negative
measure in 2007) included the Czech Republic and, less so, Ukraine.5 To
assess the importance of controlling for foreign currency lending to unhedged
borrowers ...
Romain Ranciere, Aaron Tornell, Athanasios Vamvakidis, 2010
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The Theory of Futures Trading (Routledge Revivals)
however, equilibrium would be possible in the xOy plane and some percentage
of unhedged stocks would be carried.2 The indifference curves are convex down
on the assumption that the marginal utility of income is falling. This also implies ...
7
Share Investing For Dummies
time frames, as the A$ has risen, hedged has outperformed unhedged (see Table
20-2). But over long periods of time, an unhedged investment has tended to
perform better because the A$ has spent more time falling, and trading sideways
at ...
8
Fiduciary Management: Blueprint for Pension Fund Excellence
Bench ER Equity Europe Manager 1 MSCI Europe net unhedged 5.25 4.92 33
300 9.8% Manager 2 MSCI Europe net unhedged 5.22 4.92 29 250 6.2% Total
Europe MSCI Europe net unhedged 5.24 4.92 31 275 16.0% Equity North
America ...
9
Currency Hedging for International Portfolios
... United France Germany Japan Kingdom States German perspective Exchange
rate gain/loss 2/ -0.41 - 0.62 -0.57 -0.24 Currency excess return 3/ 0.22 - -0.11
0.23 0.04 Equities: unhedged return 4/ 3.10 2.70 2.34 3.29 2.75 Bonds:
unhedged ...
Jochen M. Schmittmann, 2010
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Handbook of Exchange Rates
Figure 18.1 shows that unhedged bonds have, in the past, been nearly three
times as volatile as the original asset in local currency, suggesting that foreign
unhedged bond holdings have contained more currency risk than underlying
asset ...
Jessica James, Ian Marsh, Lucio Sarno, 2012
НОВОСТИ, В КОТОРЫХ ВСТРЕЧАЕТСЯ ТЕРМИН «UNHEDGED»
Здесь показано, как национальная и международная пресса использует термин
unhedged в контексте приведенных ниже новостных статей.
Unhedged international shares tipped for best returns
"Global equity markets were up 25.2 per cent over the year on a unhedged basis, producing a 10.9 per cent higher return than on a fully hedged basis, ... «Sydney Morning Herald, Июл 15»
Considerations When Choosing Between Unhedged, Currency …
Investors who want overseas exposure can adapt to changes in the forex with unhedged or currency-hedged exchange traded fund options, but for long-term ... «ETF Trends, Июл 15»
Rupiah woes: Clock ticking for unhedged Indonesian companies
GRAPHIC: Rising forward premium: link.reuters.com/pes74w. By Patturaja Murugaboopathy BENGALURU, May 20 (Reuters) - The cost of hedging against a ... «Reuters, Май 15»
Euro Traders Display Indifference to Losses as They Go Unhedged
Money is pouring into Europe, and less and less of it is hedged as traders speculate on an end to the euro's one-way down trade. Investors directed the least ... «Bloomberg, Май 15»
Asia's Biggest Risk Is Unhedged Dollar Debt: Every
Rabobank Head of Financial Markets Research in Asia Michael Every discusses the IMF's economic outlook for Asia-Pacific with Bloomberg's Shery Ahn on ... «Bloomberg, Май 15»
BP: Unhedged, Oil Majors' Cash Flows Suffer Sharp Contraction (BP)
Disclosure: The author has no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours. (More...)The author wrote this ... «Seeking Alpha, Апр 15»
Are Currency Hedged Or Unhedged Stock And Bond Funds For You?
For those in the accumulation stage with long-time horizons and doing Dollar-Cost-Averaging; the extra volatility of unhedged foreign equities could be an ... «Seeking Alpha, Апр 15»
RBI Warns Companies, Banks on Unhedged Forex Loans
Mumbai: Reserve Bank of India Governor Raghuram Rajan on Tuesday warned companies against keeping their foreign currency exposures unhedged, saying ... «NDTV, Апр 15»
Neptune to launch unhedged version of £550m Japan Opps fund
However, due to client demand, the group is to launch a mirror fund that will have hedged and unhedged share classes, in sterling, US dollars and euros, ... «Investment Week, Мар 15»
The surging dollar could crush unhedged global mutual funds
Since the start of the year, the $453 million Tweedy Brown Global Value Unhedged Fund (TBCUX) has gained 2.4% through March 23. Over the last 12 months, ... «InvestmentNews, Мар 15»
