Blar i UiS Brage på forfatter "Skrudland, Trond Kvia"
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What are the costs of currency hedging for Norwegian high yield funds, and what is the optimal hedge strategy to limit these costs?
Skrudland, Trond Kvia (Master thesis, 2021)As Norwegian high yield funds invest in foreign denominated assets, a risk associated with the exchange rate fluctuations occur and adds to the underlying risk of the asset. A common approach to this added risk is to utilize ...