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Analysis of hedge fund replication products
Hedge fund replication has generated significant academic interest and received increased attention from a broad base of investors. This is mainly driven by its competitive after-fee returns along with its superior liquidity, ...
Precious metals, a shiny hedge for investors?
Recorrendo a duas abordagens diferentes, regressão e correlação, e cobrindo os últimos vinte anos de dados diários para sete países, esta tese investiga as propriedades "safe haven" e "hedge" dos metais preciosos, em ...
Prêmio pelo risco cambial: uma análise comparativa com moedas da América Latina
This paper investigates the foreign exchange risk premium in Latin America currencies in the period from January 2002 to July 2008. A comparative study was made between the currencies of ten developed countries and six ...