Blar i UiS Brage på forfatter "Bergesen, Ole"
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Currency hedging for emerging market value portfolios
Bergesen, Ole; Bø-Rygg, Osmund (Masteroppgave/UIS-SV-HH/2013;, Master thesis, 2013-07-15)In this thesis we study currency hedging from the perspective of a developed market (DM) value investor who invests in emerging markets (EM). We construct emerging market equity portfolios sorted on P/E, P/B, and both ...