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 ...